Having same problem as many others. Recently purchased an online number for a year and having the voice mail part is key. We setup the voice mail and recorded a greeting no problem. Now I get emails saying I have voice mails but cannot retrieve them inside skype! About half way down this page there are instructions for retrieving voice mail:
...however these are completely inaccurate for me. I have no "recent" tab anywhere in skype, nor do I have a view=>voice messages menu option as this help page claims I should have. PLEASE HELP!! We need our voice mail or this was a wasted purchase!