Visual voicemail not working - iphone 5
I've seen this problem posted about a lot but not so much recently. I got a brand new iphone 5 today and it won't connect to Visual Voicemail. I was on the phone for hours with AT&T, and Apple finally told me to return the phone. I upgraded from a 4, and everything was working fine on that. I can dial into voicemail, but messages aren't showing up on my phone. No password prompt, nothing.
Has anyone resolved this recently. I am incredibly frustrated, and afraid that if I bring home another phone it will have the same problem.
iPhone 5, iOS 6.1.4