Shawn,
This really depends on your enviornment and local. The phone has a dial plan as does the PBX.
It would be best to consult the following and go from there:
http://www.cisco.com/en/US/docs/voice_ip_comm/csbpipp/ip_phones/administration/guide/spa500_admin.pdf
Page 174 - Configuring Dial Plans
I realize this is for the SPA500 IP Phones, but the SPA941 I believe to use the same Dial Plan, but this is the best explanation I have found for configuring dial plans. Here is another resource you might find helpful:
https://supportforums.cisco.com/docs/DOC-9953
This is for Asterisk, but should be similar for any SIP-compliant device and will show you how to configure your phone manually since you are not using a Cisco PBX, where it configures it automatically.
HTH,
Steve Wofford
Call Ctrl Call Manager for
SPA900 - SPA500 IP Phones