I recently had a user (myself) that was not getting voicemail to email. This was supposed to work, but was not. So the first thing I did was confirm the LDAP connection, in my case I needed to move the Unity account in AD, and update the password in CUC;
Then you have to Validate the Unified Messaging Service
Lastly, you need to make sure the user is using the correct Setting
One special note, if you are not getting the drop downs, you need to trust in security zones and use compatibility mode in IE