RIng voicemail from your phone - you need to set it up for the first time. Follow the instructions to turn voicemail on and record your greeting.
Press and hold "1" on the keypad to get to voicemail.... if that doesn't work, then turn the phone off, wait a couple of minutes, turn the phone back on again and try a second time.
From memory, Virgin's phones automatically set the number "1" to dial your voicemail, and the information is transmitted to the phone when it's turned on. I've had to sort this out in the past on my own phone.