How to set up my iPhone voicemail?

I've had my iPhone 3 for a year, with my saved messages and the default voicemail thing saying blah blah blah whatever they make it on there. I have over 20 saved messages but I want my OWN custom voicemail. I tried all the other Q&A's but they didn't work for me!

Go to your voicemail and on the top left there's a button to push that says "greeting" then it will ask if you want default or custom.