If you are using the handset, press Menu and scroll down to the line Answer Machine with the up/down arrows. Then press the left soft key twice (Select answering machine and then play new messages). The left soft key is above the Talk button. Press End to stop the play back of messages. When there are no new messages, the above will play all messages.
If you want to access the messages from another phone, you first need to change the Master PIN from the one it shipped with and set up remote access. You do this from the handset.
To change the Master PIN, press Menu, scroll to Advanced Set and press the left soft key. Then scroll to change PIN and press the left soft key. Enter the original PIN (or the current PIN) and press the left soft key. Then enter the new PIN followed by pressing the left soft key twice. You will hear a tone and see New PIN Stored on the screen. If you do not enter the correct PIN above, the screen will return to the previous menu. The PIN from the manufacturer is 0000.
For remote access, press Menu, go to Answer Machine and press the left soft key. Then scroll to Ans. Settings and press the left soft key. Scroll to Remote access and press the left soft key. Use the up and down arrows to select Activated then press the left soft key again.
Once these are set, call your phone number and when the machine picks up press #. Within 8 seconds, enter the PIN. An error tone will play if you do not enter the correct code; try again. The unit will hang up if the PIN isn't entered in 8 seconds. All new messages will play. Press 1 to replay a message (or go to the previous message), 2 to play all messages, 3 to advance to the next message, 4 to delete a message.
The manual is available here: http://www.p4c.philips.com/cgi-bin/dcbint/cpindex.pl?ctn=ID9371B/37&scy=us&slg=en
I hope this helps.