I have the same problem listening to Voicemails through the bluetooth on my 2007 Toyota Camry. I select the bluetooth device, and it works for calls, but the voicemail doesn't seem to play through the car speakers. I don't get it.
Also, sometimes the bluetooth is erratic and doesn't connect. I have to occasionally turn bluetooth on the phone off and on again for it to work. My old RAZR didn't have any problem once I paired it the first time.