What they're trying to explain is that when you go into your contacts, there was an option to send the contact you select right to voicemail, so your phone never rings when they call.
Unfortunately, I have not seen that option on the E4GT. I did enjoy that on my HTC devices. If you find a way to do it without the help of an application, let me know!
I think there are a few contacts applications that will let you do it, but it would be nice to still be able to do it from stock options.