I want to have an extension set up where someone calls they they will hear a voice mail greeting, but they will NOT be able to leave a message.

"The extension you are calling is no longer valid. Please call xxxxxxxxxx. "

How can I do that

First, please always post versions of the software that you are using.

If you are using a current version of FreePBX just point the no - answer destination to an announcement.

Im looking to see where to set no answer to announcement.
Version is FreePBX

It’s at the bottom of the extension. You have to have an announcement setup for the option to appear.