How to delete voicemails from an iPhone?

It keeps asking for a password before it will let me do anything, and I don't recall ever setting one up or being given one when I first set up the phone. Sorry if this is kind of a dumb question. :/

And it is an iPhone 4.

All you have to do is slide your finger for the right of the screen to the left. It will then show up delete and you touch the word delete.

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