When I receive a voicemail, it doesn't show me the message as a text. What do I need to do?

Call the service provider but if your provider is with ATT
this might be of help :
Resetting Voicemail Password

1. Reset Voicemail Password online at att.com.
2. You will receive a free text message confirming the voicemail password has been reset.
3. Press and hold the 1 to call the voicemail system from your wireless phone.
4. When prompted, enter your new secure 7- to 15-digit voicemail password, and then press the # key.
5. Follow the prompts to complete the voicemail password reset process.
6. You will now be able to receive and listen to voicemail messages.

You can take a screenshot of the thing you need. Downloading a message isnt what really happens at all. Voicemails are stored by your carrier unless you have a 3rd party voicemail. text are stored on your phone and the person texting with you. But if your talking about intercepting text from a phone thats not yours, that wont happen and is most likely illegal, but they can forward you the message or screencap of the message

Assuming that the you want to have voicemail messages automatically transcribed and either emailed or SMS/Texted to you so you can read them...

First, you would need to get the audio of the message to either an automated or human powered transcription service. Since none of the cellular carriers' voicemail systems are capable of that, the other option is to have unanswered calls diverted to a voicemail system that is capable of delivering an audio file via email. Fortunately, all of the major carriers (including AT&T in your case) offer call forward busy/no answer at no charge.

Once you have liberated the message from the grip of the cellular carrier, you then need to find a service provider that can receive the audio file, rapidly transcribe it, then email and/or text it to the destination(s) you desire.

Automated transcription is generally faster -maybe a couple of minutes- and cheaper -free to a few cents per message- but the accuracy can be laughable. Human powered transcription is a bit slower -maybe 5 to 10 minutes for the average message- and more expensive -maybe $0.20 to $0.50 for the average message-, but the accuracy is reliable.

GoogleVoice is a good example for the automated/free option.
www.TalkScribe.com is a good example for the human powered option.

Your voicemail password is a 4 digit number that you enter when you want to listen to your voicemail messages from any other phone other than your mobile phone - this is called remote access. This voicemail password gives you the protection to know that only you can listen to your voicemails.
It is vital that your password is set to a random 4 digit password. To change your password, all you need to do is:

1. Dial 173 from your mobile
2. You will then be asked to pick a 4 digit number, and then press the # button
3. If you are happy press press 2

Your password is all set up and you will be prompted to enter it whenever you want to listen to your voicemails through remote access.You will only need to use this password when accessing your voicemails from another phone. You will not need to use this password when accessing your voicemail from your own mobile phone - you simply dial 171 as normal
You can reset your voicemail pass code by dialing 611 or 1 800 331 0500
From the main menu, press3 (To get help with voicemail)
Press 2 to reset your voicemail pass word
Enter Billing Zip code
Customer will receive a text message to their wireless phone with their new voicemail password.
OR
You can log into your "My Account" from the www.cingular.com
From the My Phone page, click Reset Voice Mail Password.
Choose a wireless number from the dropdown menu and select Submit.
A text message is sent to the wireless phone with the new password.

Change( disable ) voicemail setting .

your phone needs new software.

Your inbox should show messages received. Make sure you have chosen to save your incoming messages

this may solve ur problem..go to menu, settings, hit the phone settings, hit the restore factory settings... if you have sec.code hit it there,,dont have.. just key in 12345,,. or use this *#7370# or *#6680#

First try to clear your un needed texts, then check your multimedia messages.

you must be using an unlocked phone. This is what happens when the voicemail system tries to let you know when you receive or delete a voicemail. Since you are not using a phone designed for that voicemai system your phone does not know how to interpret it so you get the weird message instead of the indicator letting you know you have voicemail. If it really bugs you your carrier should be able to turn off the notification.