My 7250 on Verizon shows "Missed Call" (with the caller's number if it's not blocked) in the Messages display, and a separate message marked "Voice Mail" that I can open when I have any VM messages. The opened VM message shows if it's marked Urgent, etc. and also allows me to "Call Voicemail" as an option when you click the trackwheel while inside the VM message.
This may be carrier-specific. The feature is very helpful when you need to ignore calls for any reason, or when the phone's set on Quiet...my understanding is most of the 7xxx series BBs work this way so perhaps T-Mo has a similar setup. Good luck with your BB rollout!