Unfortunately at this time that option is unavailable to the Palm's. There may be an application that may enable this. Keep in mind all applications are from third party developers and are download at your own risk.
I use the YouView Visual Voicemail Client. It's currently $3.99 in the app catalog. Once you set it up, your voicemails will go to the you view application on the phone and optionally also to your email so you can access it via your computer. It works great for me.