In the Cisco Unity Express, the incorrect configuration of the zero out number can result in the transfer of calls to reception after the # key is pressed.
This issue is documented in Cisco bug ID CSCsa92835.
In order to fix this problem, configure null VM operator number under Voicemail > Call Handling > Voice Mail Operator Number.
This is the difference between the "zero out" and "Voice Mail Operator Number" options:
Refer to the Voice Mail Operator section of Voice Mail Design Considerations for more information.