But u need to sacrafice a cellphone ear bud cord.
get the cord and strip it. you will se a bunch of wires. If you know or anyone you know, knows about audio wiring, its a slice of cake from there.
One connection is going to be a signal connection and the other will be return. There may be 2 more for the MIC or just one more.
If you got that far, simply connect it to a 1/4 inch headphone jack, and record it into your PC/MAC
I had a couple beers so if anyone wants to elaborate on this, be my guest.
you can simply just play it back into a mic, clean it up in a wave editing program and bingo.
djdeposit's way will give you the best quality sound. you can buy these odd looking ear piece microphones from active surplus but they're made for vintage style CIA kinda espionage instead of getting a clean recording from your voice mail. also check to see if you can check your voicemails online??
Find a friend with an Ericsson 637 - use it to call your voicemail (or 3 way them) - then have him go to his menu - 'Pictures & Sounds' and then 'Record Sound' - afterwards he can just send you the recording as an MMS to your email