Hmm...I didn't even know about this. I have two phones that are always on forward. If I don't pick up my BB, my RAZR rings. I only have one voicemail...and that's on the RAZR. I couldn't access the BB voicemail unless I take off call forwarding.
What does the TXT message say?
Does it say who called or anything like that or is it a generic message?
when at&t (actually, at the time att wireless) first offered GSM service, this was the case. Anytime that you got a vm, it would send an sms to the device. Reason that they did it this way was that it was the only way to have the message waiting indicator come on. The voicemail system needed to alert the phone that it had a voicemail and the only way that the system was able to do it was via sms. So, anytime that you would get a vm, it would send an sms to your device which would then "wake" up the mwi and let it know how many voicemail's you have..