Just to be clear, I'll translate what I think you mean into cell phone terminology that the rest of us use:
"animated voicemail" = default (voice synthesized)
greeting.
"custom voicemail" = custom (your voice)
greeting.
and it calls it. It says welcome to att voicemail we need more information to direct your call to the propriet mailbox,
How did you call voicemail?
The instructions for setting up visual voicemail with AT&T are on this page:
http://www.wireless.att.com/answer-center/main.jsp?t=solutionTab&ft=&ps=solution Panels&locale=enUS&dyncharset=UTF-8&solutionId=KB80510
The Apple tutorial:
http://support.apple.com/kb/HT1486
If you can't get it to work properly, you need to call AT&T and get them to walk you through it or fixed at their end.