Go to your settings under your login name in the upper right hand corner. Then select Voicemail.
Now select New Voicemail and place a name in the title, then click Record Voicemail. When you are finished you can listen to your message or Re-record it. When you are happy with the message click Save Voicemail.
When you use the Click to Call, you will be asked to use the Voice Drop. Just select the one you want in the drop down then click Drop VM.
Wait until the message has completed then you can hangup the call.