I can't figure out how to activate the voicemail on my cellphone in order to record a new message.

I go to Voicemail under messaging, and it asks if I want to set it up, so I press yes. It tells me that it is being activated, but then a message comes up and tells me that I am no longer subscribed to visual voicemail. Then it asks me if I want to activate this feature, so I press yes. Then it brings me to "web2go" (Which I'm not supposed to have), and I can't find out what to do from there. Help?