If the "Visual Messaging Interface" sessions is 0 you don't have VMI licenses on the key. The "Visual Messaging Users" up further is for VMO licenses (outlook form)... they are not related in any way.
To use VMI you have to be associated with a class of service that has the "Visual Messaging Interface for Internet Exporer 5.5 or later" option checked on the Licensed Features page. The only way to get that option checked is to have VMI licenses on your key which you do not.
It sounds like you simply did not get the right license configuration for your key and you need to contact your account team.