Wow, a lot of activity since I last checked this thread! Thanks for the suggestion about pressing "2" or "7" while the message is playing. That works for me.

The problem is that my wife tends to save her messages rather than delete them. The other day, someone left his phone number on a message to my wife's phone, and I needed to call him back quickly. That's when I found myself trying to get through a long list of messages from last summer in order to hear the recent one with the phone number. I hung up half-way through and got the message from my email. Pressing "2" effectively works as a "skip."