Ok so this can be useful if you want to try it. Kind of complicated but I like it. I'm sure all of you have been to
YouMail - Cell Phone Voice Mail with Personalized Greetings and Online Retrieval. You can sign up and follow the prompts...blah blah blah. Once setup configure your phone to forward to that voicemail instead of your carrier voicemail. then you can use Safari and the Safari Downloader plug in to download your file (I rename mine to the callers name and save it. you have to put .mp3 so it will play in av player.) then use filebrowser to open. like I said it's kind of complicated but just wanted to share this with you.