Hi @0662 welcome to the community and thanks for posting. Page 38 on the Advanced Phone Z user guide advises to follow the below steps.
Set the message alert on or off
1. Select Menu, Answer Phone is displayed, press Select.
2. Press until Settings is displayed, press Select.
3. Press to highlight Ans. & record and press Select.
4. Press to display Message alert and then press Left or Right
to select On or Of and select Save. Saved will be displayed.
I hope that helps?