Good! You were on the right track, you must do the following:
Pinchas in the phone application (like you to make a call), then in Menu> Settings button -> Voice Call -> Call Forwarding
You will see a screen with options Always, Busy Line, Call unanswered and the call is not established, then have to click on each one and give the Disable button to remove the voicemail of all options and choose the one you want remove.
I hope I have helped you, greetings!