Usually mailbox 0 is there by default. I never use 0 as a general mailbox (had issues when I did that once). The first 2 things I do when I setup a voicemail system from default is 1) setup an extension to ring using the method mentioned by phonemeister, and 2) turn off recording of messages.

I have seen several systems (usually not setup by me) where there had been multiple unheard messages stored in voicemail 0 without anyone's knowledge. I had a customer tell me that someone may had gotten fired for not calling in sick because nobody heard could find a voicemail message..

David
Tele Express Business Systems