My Windows Mobile phone has a reject call with text message option under Settings -> Phone -> Advanced. That might work. Not sure what would happen if you set nothing for the text message, though. You could also try downloading a third-party program to reject calls, like CallFirewall or MagiCall or No Calls, although most of these programs will also have the problem where the phone rings once, then drops the call/sends the call to voicemail. I do not know of any way to prevent this.

The easiest way to do this would be to remove your voice plan and go to a data-only plan, but I am not sure if AT&T offers those to the general public any more.