There's no way to configure your mailbox to not spit out this prompt at the moment, it's part of the system conversation. However I have had a few sites replace that specific prompt with a blank one such that it doesn't play.
This is a system wide thing, of course, not just on your mailbox, it isn't supported by TAC and any upgrade you do in the future will replace the prompt with the one you don't like again. All that said, if you're still interested in doing it, reply back and I can track down the specific prompt you need to replace and instructions for doing that.
Jeff Lindborg
Unity Product Architect/Answer Monkey
Cisco Systems
lindborg@cisco.com
http://www.AnswerMonkey.net (new page for Unity support tools and scripts)