This is supported. But I remember that someone had tried and actually succeded in doing this. I can't find anything on the forum, maybe I am not searching right.
The first thing to check is that outlook is working on on CE machine. At that point you should have your Voice Mails showing up in the outlook screen. Then you could try and either use VMO or just double click on the Wav file, if VMO cannot install. If using G711, Windows media player should be able to play the message easily. If using G729a codec, then you should try and install this codec on the CE machine first. This codec is not available with the Windows Media Player. I have heard rumours that CoolEdit software has this Codec available, but nothing confirmed.
Anil Verma
Cisco Systems
anilve@cisco.com