When you leave a message for a subscriber, it will play your greeting twice, then go back to the main AA. Does same thing after a reboot. Here is a record of the call:

2) [MOD 01 Day] New call - Tue Apr 8 12:02:43 2014
CP 12:02.44.00 2) Collecting out of band data
2) [MOD 01 Day] CODE = CID = <210> FID = <202> TRUNK = <>
2) [MOD 01 Day] Searching on Call Code - NS
2) [MNU Forward Station]
2) [MNU Forward Station] Searching on Forwarding party ID - 202
CP 12:02.44.06 2) Key set to <202>
CP 12:02.44.10 2) External circuit detected
2) [EXT 01 Billing] No answer
2) [EXT 01 Billing] Caller made no request
2) [MNU Day Main]
CP 12:03.02.30 2) First party disconnect detected
2) [MNU Day Main] Searching on Caller entry - NO-ENTRY
CP 12:03.03.09 2) Key set to <>
2) [MNU Day Main] Caller disconnected
2) VM hanging up

I was waiting for the beep to leave a message and it never comes.How can I get it to leave a message instead of transferring me out?

Have you tried deleting that mailbox then making a new one?