Q: Voice mail setup iPhone 4

What about it?  You took the time to sign up for these forums, the least you could do is actually ask a question.

Voicemail is a carrier function, and you may need to contact them about that. However, you can check this support document http://support.apple.com/kb/TS4430 and see if anything there helps you out. You may need to check with your carrier about the default password and then you change it after getting access.