How to set up Virgin Mobile voicemail on Nokia E71?

I got a Private Number call and then the person left a voicemail. I need to check it, but I cannot cos I need to set it up. How do I set it up? It says that I need the pin number - IDK how to do that and how to put the pin in. Do I type it in with the keyboard? Please help, it may be urgent (the voicemail).