Kyle, are you talking about message alert? Where it calls your cell and plays the message for you (after you enter your password)? If so, that's a user function that you can set up yourself. Log into your mailbox, when you hear "you have no messages" press 6 then 1, and follow the prompts to set up message alert. It may already be set up with your cell number (if it worked in the past), you might just need to activate it with in the 6 1 menu.
If that doesn't do what you were hoping for, you will need to contact your service provider as Marc had mentioned...