I realize that this is cumbersome, but if you need to keep a voice message for any reason, on a Mac, you can use PhoneView, save the message and forward it as an e-mail. Certainly not what the OP had in mind, but at least there IS a way to (sort of) do it.
You can't? What kind of an answer is that? Can't is not in Papa Smuff's vocabulary...
Here's what I did: I picked up a different phone, called the voice mail of the person I wanted to forward the message to, left my comments, and played the message in speaker mode from my I- phone into the receiver of the other phone.
Don't over complicate things, smurfs!