On the 7290 (depending on your carrier) you'll see two things:
one, the little yellow telephone icon above the signal strength meter will indicate a missed call (as will your call log history) and there will also be a small icon that displays in the upper right corner of the screen that looks like an old "reel to reel" tape (two small circles connected by a straight line) that will indicate you have a new message waiting.
You 'might' get a calendar like even that says "New Voicemail Waiting" but sometimes I don't seem to get mine. Hope that helps
"For pretty things that serve no use, the true art finds its tether.
To those who know illumination comes wickless in the nether."