If only one extension it sounds like that one doesn't have a System Forwarding Path set up. Easiest solution is go to SYSTEM/DEVICES/PHONES, right click/copy one that works, then right click /paste the one that doesn't. Clear all checks on the paste parameters list, check only SYSTEM FORWARDINgG and you're there.
To talk about this more in depth, for each station there's a SYSTEM FORWARDING section. Within that you can select up to 3 paths such as voice mail, then for each path you select parameters such as NO ANSWER, BUSY, DAY, NIGHT, etc.