I don’t remember this being the case with other voice mail systems I’ve used, but AT&T doesn’t give you the option to skip to the end of the message which can be frustrating with those long messages you’ve already heard and now want to delete. While listening to a particularly long message I hit ‘7′ over and over again (7 is the key to delete a message) and much to my surprise and delight, the message stuttered, then the voice mail lady said the message had been deleted.
So, long story short, if you want to delete a message on AT&T’s voice mail system, try hitting 7 twice in rapid succession.