I was mucking around and testing this feature: https://twitter.com/2degreesmobile/status/203328417171644416
Even if you haven't set up Voicemail you'll still get messages left. To turn off Voicemail dial 202 & select opt 3, opt 8.
It sort of works, I dialed my phone and it rang for a bit then I got the disconnected beeps. When I turned my phone off and called it, it went straight to voicemail. Bug with my phone or 2Dg?