I see the audio download on my Blackberry when I play a message but don't hear anything

Make sure you are using the "Internet Browser" on your Blackberry and not the "Media Net" browser or the "Blackberry Browser".

Only the "Internet Browser" supports embedded media on web pages.

Once you have launched your Internet Browser and are looking at the voicemail playing page, check your Options (by clicking the Options button to the left of the wheel mouse). Check your "Browser Configuration" and ensure that "Support Embedded Media" is enabled.

If this doesn't resolve the issue, it may be possible you are using a Blackberry Enterprise Server for your business. You should check with the administrator of this application to ensure that it is not stripping media from your Internet browsing experience.