You don't need the p, but for an office one you need the p or w. For those that can't get it working, can you post exactly what you entered. The best place to do this is in the address book field for the phone number. You should see a p or w surrounded by a small black box.
Originally Posted by barjohn
Select the phone icon, then in the blank row click the track wheel and select options then select voice mail from the list and you will see access number followed by the VM number and then a line titled additional numbers. I enter a single lower case p followed by the password digits and this dials my voice mail, pauses and then send the password and I am good to go.