Be sure that you've loaded the correct software. Voicemail Lite comes with the system and will be found on the 3-CD set. Voicemail Pro is a completely seperate CD. If you cannot locate the Voicemail Pro CD you can download it from
http://support.avaya.com ... click on Software and Firmware Downloads, then under Enterprise Class IP Solutions (ECLIPS) click on IP Office, then All Documents, and finally click on "IP Office Software Level 1.4" At the bottom of the page you'll find VMPro 1.4.
Finally, be sure to COMPLETELY UNINSTALL Voicemail Lite prior to installing Voicemail Pro.