Hi -
You didn't mention what Unity version, but I would check in the Unity Tools Depot on the Unity server, go to Administration Tools - Advanced Settings Tool and check to see if you have the following registry setting updated:
Conversation - Exclude all receipts from voice mail stack. This setting is applicable to Unity with Exchange version 4.0(3) with SR1 and for Unity with Exchange version 4.0(5) and later. It does not work for Unity with Exchange version 4.0(4). It requires a restart of Unity to implement.
Ginger