Apparently it's a thing these days for young people to not delete voicemails they like so they can listen to them again later. If your phone has a headphone jack, you can get a male-male mini jack. Plug one end into the headphone jack on your phone, the other end into the microphone jack on your computer, and you can record that to a file (which you can even move back onto your phone if you really want to). Then you can delete the voicemail so you can get new messages you might like even more.