Transfer a call directly to a certain voicemail is a new feature of the current 2.2 release but it might have gone unrecognized. I am trying to change that today.
A typical use case for this feature is when you receive a call for somebody in your company who is already speaking on the phone. To transfer a call to that voicemail, dial ##000086 directly followed by the extension the message is intended for. In my case that would be ##000086+703.
Make sure that voicemail is activated for that phone.