Try putting in the mailbox number as "*<mailbox number>", this should allow you to leave a message.
We usually handle this on systems with embedded VM by going into to the "console" user, and building a personal group of all users, and editing the number to be *<ext num>, then adding the personal group members to the speed dial tab of the console, then from the console screen they can clock VOICEMAIL and the user and it allows to leave a message or transfer direct to VM.