Open your phone screen > press menu (button left of track ball) > options > call logging > Choose "none"
That will prevent your missed calls from showing up in the messages list. As for Voice Mail, when you get the on screen prompt saying that you have a voicemail, hit OK, NOT Save. If you hit SAVE it will add a notification to your SMS inbox saying you have a Voice Mail, if you hit ok, it won't, but will still leave the small icon on the top of the screen. Neither choice will mess with the actual voice mail, and you don't have to worry about accidentally deleting them.