Voice message icon showing but no message

I have an unlocked 3G 2.2 iphone on Orange. The phone app shows a red dot with no number inside it. Voice mail shows the the same red dot. When I go into voicemail, I am advised that there are no messages. When I come out of voice mail, the red dot remains against voice mail icon and, on the main menu, on the phone icon.

When I do get a message, '1+' appears inside the red dot. I pick up the message , receive confirmation that there are no more messages but the red dot still remains.

Does anyone know how I get rid fo the red dot or know what the '+' inside the red dot refers to?