Not sure if this is a known limitation or what, but everything in the app seems to work, whether I'm using a wi-fi AP or AT&T's 3G network for data, except retrieving and listening to voicemails.
When using 3G network for data, clicking on the voicemail launches the Safari media player, it says it's loading, but it never loads and plays. Eventually I believe it either times out or gives a message saying it cannot be played.