Hi Jason,
Here is a clip from CUE guru Markus from Cisco Systems;
"if you don't have a voicemail operator extension configured ("no voicemail operator telephone" from config mode in the CLI), then it will just say 'goodbye' and hang up (you can still configure zero-out extensions for individual mailboxes if you like)."
I think the screenshots in this doc should help (look at solution 1 & 2);
Unity Express Voice Mail Transfer Behavior
http://www.cisco.com/en/US/products/sw/voicesw/ps5520/products_tech_note09186a00808c3896.shtml#p1
Hope this helps!
Rob