If you mean setting up voice mail out-going message, then see below (for AT&T cell service). The phone will dial the voice mail center for you after you set it. Then it will check the number of messages on the system. Press Menu > Messaging > Settings. Then select Voice Mail and enter the phone number for the call center. Then press the AT&T button to exit.
To listen to the messages, press and hold 1 or press Menu > Messaging > Voice Mail. Then the number set above will be dialed.
To set up the voice mail box, start as you would for listening to the messages above. Note: you must use your wireless phone and be inside the AT&T coverage area.
To set up your voicemail box:
1. Follow the prompts to create and enter a 4- to 15-digit voicemail password.
2. Record your name and personal greeting, then press the # key
3. After completing the setup process, press * to return to the Main menu.
for more information.
For another provider, see their documentation.
To create a memo for yourself, press Menu > Tools > Voice Memo (or if using the advanced menu, Menu > My Stuff > Tools > Voice Memo). Then press Options > New (or Create New, if you have created one before). Press Re-rec to record and pause to momentarily stop recording. Press the AT&T button to stop recording. Press Play to play back a memo and the AT&T button to stop play-back.
I hope this helps.