Currently the phone conversation will present messages based on their type (email, voice mail, fax, receipt) - it doesn't let you drill down on other pars of the message if there are additional atachments, it just says "voice mail, with attachments" or the like to indicate there's more to this message you aren't going to hear.
When you forward a message it retains it's type - so if you forward a voice mail message it'll still show up with a class of ipm.note.voice.unity and will be presented as a voice mail.
I'll actually be taking over conversations moving forward after the 4.0(5) release in March sometime. This is on my short list of stuff to tackle - handling multiple type/part messages isn't trivial by any stretch, but I the team can design something usable and unobtrusive to allow users to drill down into the other parts of the body/attachment if they want to.