To receive your voice mail on another phone, you must dial your own phone number. After that, the procedure for entering the voice mail system menu instead of leaving a message depends on which company provides your voice mail service.
Each service provider has a different procedure for entering the voice mail management system. For AT&T and Sprint, press "*" to access the voice mail system once you hear the greeting; for T-Mobile and Verizon, press "#" to access the voice mail system. The extra key press is necessary to allow other callers to leave a message if they so desire.