The number that you dial depends on your service provider, and the exact procedure varies from network to network. If you have a voicemail PIN number, have it ready. If you do not have a PIN number, or have forgotten it, you may need to call the phone provider's customer service line to reset it and create a new one.
When you connect to your mailbox, listen to the audio prompts. Navigate your way to the voicemail options menu. Most providers offer an option to record a new greeting. A few networks require you to activate a premium service to use a custom voicemail. If this is the case, you may need to contact customer service or pay an additional fee.
Once you have selected the correct option, wait for the prompt to record your new voicemail message. Be sure to listen to your message to make sure you are happy with it. Once you are happy with your message, make sure it is functional by calling your number from a different line.