ive done searches, but everybody has the opposite problem as me, when i recieve voicemails, in zen running dobson i dont have a vm icon, ive tried battery pull, ive left myself a message, and what not, nothing, any ideas

Switch to another theme, test the voicemail again, and make sure an icon shows up. Then switch back to Zen, and try again...

I had a similiar issue with BlackBerry Pin Messages when I 'first' switched to the Zen theme...

i tried that, but the problem went away when i went to the newest bharti OS, it only happened to me on the Dobson OS