HTC Incredible : Way To Stop Downloaded Voicemail Keeps Playing?

I have a HTC Incredible and when I start to play music, my downloaded voicemails start looping and playing over the music. I can hit pause, but then they'll automatically start playing. When hitting menu, there is no option to delete. Only options are "shuffle on, search, exit, get art, concerts and more" Exit doesn't work. As soon as I start listening to music, the voicemails turn right back on. I have turned the phone completely off and on again, and still the voicemails just keep on playing over the music.