If you have unlocked your iPhone and would like to be able to use the voicemail button to check your voicemail, follow these steps
1. You need to first get your carrier's voicemail number.
2. Click on your iPhone's phone button.
3. Then click on the Keypad tab.
4. You need to then add the following code: *5005*86*xxx#. Here xxx would be your voicemail number.
5. After entering the code you tap call.
6. This results in the code being set.
7. Thats all, tap now on the voicemail button and it should automatically call your usual voicemail service.
For Vodafone the voicemail number is 121. Not sure for the other providers.
Just stumbled across this info whilst google'ing EDGE settings. Hope its of use to someone.