Skipping a voicemail message allows you to quickly go through your messages without having to listen to them in their entirety. When you skip a message, your phone will either save it as old, or keep it marked as new, depending on your carrier. Skipping a message simply involves selecting the right key on your phone while listening.
Dial into your voicemail and enter your password.
Listen to the first few seconds of the first message to determine if you want to skip it without deleting it.
Press the "#" key to skip the message without deleting it. The phone will take you straight to your next message.