Sometimes you receive a really great voice mail from a friend or a loved one that you want to preserve or share. Getting off your iPhone can be real pain. The best solution I have found is pretty quick and all digital. It retrieves actual voice mail file from the backup of your phone made by iTunes. Using Pádraig's iPhone/iPod Touch Backup Extractor,voice mails can be easily extracted. Below is an overview of the process followed by a quick screencast walkthrough.
More detail at http://bit.ly/1VOBVU (less info)