Depends on what you meant by "Voice Mail". You cannot develop a Java app to utilize the network operator's voice mail system. However, you can use the MMAPI to record an audio clip from the phone user and send it as an MIME attachment in your email message.
Actually, Robin's Nokia 3650 doesn't support audio capture in the MMAPI implementation, only video snapshot (i.e. still photo) capture. The more recent Nokia 6600 supports audio capture (but still not live video capture) in its MMAPI implementation. Check out Forum Nokia's recent document Mobile Media API Implementation in Nokia Developer Platforms for details of this.