Since you can't always answer every call, you can do the next best thing (besides ignoring people) and set up your voicemail account. Now if people call and you don't answer, they'll get routed to your voicemail, where they can hear a brief message and then leave a message of their own.
When you first get an iPhone, you'll need to set up a password and record a greeting by doing this:
From the Home screen, tap Phone. The Phone screen appears.
Tap Voicemail in the lower-right corner of the screen. A Setup screen appears.
If you have already set up your voicemail, you can modify your outgoing message by tapping Greeting in the upper-left corner of the screen. Skip to step 6.
Tap Set Up Now. A Password screen appears, ...