Voice mails are always emails with WAV attachments... however if you have VMO installed on the Outlook client you're using to view the message, it will show the custom form which instead gives you the media master control (the VCR looking thing) for playback and record control of the WAV file.
If you uninstall VMO from the client it'll show the attached WAV file... you can also just use the media master control itself to copy the file out to a WAV file on your hard drive if you wish - select the drop down arrow on the left and choose "paste to file" and the message will be copied out as a WAV file.