Actually that's not a good idea. If you take a player off your 40 man roster, they're automatically exposed to the other 29 teams through irrevocable waivers (if it's an A level prospect, somebody will snatch him up). The whole point of the Rule 5 draft is to get major league ready minor leaguers in the majors if their club doesn't put them on their 40 man roster in 4 or 5 years. Not all minor leaguers are Rule 5 elligible (that's one issue with this game in that they give no indication of which minor leaguers on your rosters can be picked up in the Rule 5 draft (really hope SCEA fixes this next year)).
As per clenfuego's concern, don't bother putting your just drafted A prospect on the 40 man roster if you think he's not ready. You have at the least 4 years to put him on your 40 man roster before the guy becomes elligible in Rule 5.