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Okay, it sounds like the voicemail-only (as opposed to the VVM - Visual Voice Mail) new message indicator. This would be the one that you see prior to signing up for VVM. Once you signup for VVM, the VVM application uses a different notification indicator. The problem is that the original (non-VVM) one is never updated / cleared.
If you don't mind doing a factory refresh, that will clear it (and every other piece of data you've added to the phone since you got it) so be careful if you go that route. Make sure you have your personal data backed up / saved first.
Otherwise, you should be able to call customer service, tell them that you need the voicemail-only indicator cleared since you now use visual voice mail, and that they need have network support send a clear SMS to your phone.
