Make sure you have “Web Access Enabled” as per troubleshooting guide. http://www.cisco.com/en/US/products/sw/voicesw/ps5520/products_tech_note09186a008067cb94.shtml.
If you still face issue, please get us below details to debug further.
1. CUE Traces (trace voiceview all, trace voiceview-ccn all) for failure call.
2. Show run output of CME and CUE .
3. Get us output of http://phone-ip/CGI/Execute
4. What is the phone model and Did you see issue with all phone models or only with particular model? Make sure all are running latest firmware.
5. Are you able to hear Voicemail by TUI properly and issue is only with VoiceViewExpress?.