On a new phone, if upgrading, or when using an old one on a new number, you have to do a new set up of your voice mailbox. From my upgrade iPhone 3G, a window came up automatically. After setting the password and selecting a message, visual voice mail worked fine. My wife got my old phone, and I had to get a new sim card from the AT&T store. After connecting to iTunes and setting up the phone with her number, I went to visual voice mail. Touching the icon did nothing, and no dialog box appeared. So I dialed her number from the iPhone, and it went right to her voice mail for set up. After setting the password, and a message, than the visual voice mail worked fine.