Hi,
Which voice messaging system is this i.e. Cisco Unity, Cisco Unity Connection or Cisco Unity Express. If the user is not able to retrive voice message from the IP Phone, they may want to try Cisco PCA, a web based application that shows the voice messages and you can use either your PC's speakers or IP Phone to listen to voice messages.
URL to access -> http:///ciscopca
For more on Cisco PCA and weather it is enabled for users, refer to the guide below
Cisco Unity Connection - End-User Guides
http://www.cisco.com/en/US/products/ps6509/products_user_guide_list.html
User Guide for the Cisco Unity Connection Messaging Assistant Web Tool or
User Guide for the Cisco Unity Connection Messaging Inbox Web Tool.
HTH
Aashish