Well, I have to agree with dBrodie. Even though there is an SMS saying that you have a voicemail, if you close it without checking it at that time, you can forget. The icon that looks like an audio cassette is standard on every phone I have ever had (except iPhone but visual voicemail for the N900 seems like it will never come to fruition).
My issue is this: Is there a way to keep a notifier icon with the number of un-listened messages on the taskbar? Say next to the time?