My voicemail won't set up, and won't allow me to set up because I can't connect to voicemail, how do I fix this?

ive been trying to set up my voicemail so I can listen to my voicemails, but every time I try to set it up, enter my password and greeting it says "unable to connect to voicemail, try again later" and it won't set up. I tried calling my phone number and it says my voicemail box hasn't been set up yet. How do I fix this?? It's driving me nuts!!