On the main screen of icons, simply hit the menu key (left of trackball) and select "Hide icon." If you want to see them again, do the same thing and select "show all."
Try exiting the voicemail system by pressing * instead of just hanging up. I've found that this clears the VM indicator more reliably than just hanging up when done does. Pressing * will get the voicemail system to hang up on you instead of the other way around and should force out a VM icon reset.
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