Cisco: My Voicemail Goes To Email, But Not To My IP Phone - WMI Does Not Come On

In this case, we had voicemail being forwarded to email for a hosted voice customer.  The customer noticed that the WMI light was not coming on when an email came through.  So, we needed that voicemail to land on their phone as well, and WMI come on to indicate a voicemail was waiting.  Even though they sit at the computer all day and read email.  So, I had to go into my Exchange server and tell it to not only forward to an external email address (a contact created in Exchange), but also check the box that you see below in the Exchange user properties.