A solution has been found on the Tek-Tips forum by Sarond! Basically, the .n08a format needs to be decoded to raw prior to conversion. Here are all the steps:
From DB Programming, save the voicemail file using Operations/Voice Processor Operations/Voice Processor Save
Save to USB Port Choose what to save.
Once the file is downloaded, the next step is the decoding:
Download the G729 codec
http://www.voiceage.com/media/G729.zipUnzip the file somewhere eg. C:\G729
From a Dos prompt, decode the file using "va_g729_decoder.exe filename.n08a filename.raw"
Finally, convert to whatever format you need:
Import this file in to Audacity as a Raw Data with the following settings.
Encoding: Signed 16 bit PCM
Byte order: Little-endian
Channels: 1 Channel (Mono)
Sample Rate: 8000 Hz
That's it...this worked! Thanks to all who have tried to come up with a solution. Hope this helps others when they need to grab a file off their Mitel 5000.
Mark