Rita,
Does the light go out after they go into their voicemail box?
If not then have the person press the message notification button and watch the display of the phone; it should say where the message notification is coming from.
If I had to make a guess at this point the person is not getting a message notification from Voicemail, but from another phone.
If the light goes out after they go into their voicemail box then we will need to get some logs from the system when this happens and see what they are saying is going on.
Thanks,
TE
P.S. By the way my guess is that you were upgraded at least once, but even then you are not at the latest verions of 3.2 which is 3.2.4.86.