To get the VM, Directories and Menu to display on the 7931 you need to apply the phone template for it. There are two button layouts for the 7931. The first layout will use button 24 & 23 Menu & headset. The second layout is will use 24, 23, 22 & 21 (Menu, Headset, directories and messages).
To create a template for these phones do the following
ephone-template 1
button-layout 7931 1 or 2 ( think is the exact command).
ephone 1 (7931)
ephone-template 1