Nameless's way is the best way to do it.
Create a "dummy" mailbox - say 299
Use of of the free email gateway licences and enable the feature on this mailbox.
Maybe even create a mailbox specially for this - e.g
[email protected]Any user who wants to keep a VM message can just forward the VM to mbx 299. This would then be delivered to your centralised inbox almost like a VM archive folder.
I tend to set one of these mailboxes up for all customers so they can permanently keep important VM messages.