The newer versions of Skype, which include version 4 and above, appear to not provide a way to list or delete voicemail messages. There are two options I have come up with to resolve the issue of managing Skype voicemail messages. I would think that Skype will resolve this issue in the near future however it has already taken longer than I would have thought to provide a solution to users to manage voicemail. I am currently running Skype version 126.96.36.199 so the below information is based off of that Skype version which at the time of writing this article is the most current. I recommend using option two which includes a third party piece of software so you still get the benefits of the latest release of Skype.
Downgrade Skype:3.x, 188.8.131.52, 4.x, delete, downgrade, install, maxa notifier, maxa notifier for Skype, skype, skype voicemail, SkypeSetup.exe, third party software, upgrade, voicemail