May want to call your carrier, but first you can call into your voice mail (like it use to be before visual voice mail) by pressing and holding down the 1 key in the phone pad.
Then there there are options you can set about voice mail (remember, everything is still on the carriers servers like any other phone, the iPhone just downloads a copy).
You can listen that way and remember when voice mail had options when you were done to press some number to save. And when you did, it always told you it would save until xyz date? Well it is still that way, eventually it will remove it from server (they cannot keep everybodys voice mails forever).
