How to permanently save a voicemail from my mobile device?

My friend and I have special messages we would like to save beyond 30 days. I've got an iPhone 4s and she has a Nokia Lumia 520 - we're both with the uk network O2. Can it be done at all?

First, backup your phone on iTunes so at least a 'copy' of it will be there in case you accidentally remove.
Second, see this link and video:
http://howto.cnet.com/...dio-trick/

Best of luck.