Does the setting at the following not do what you want?
Start> Settings> Sounds & Notifications (Icon)> Notifications (Tab)
Event - Phone: Voicemail
You can change the registry options for it at the following location
[HKCU\ControlPanel\Notifications\{A877D661-239C-47A7-9304-0D347F80408}]
AvailableOptions - determines which options are not greyed out
Options - determines which options are currently selected
My guess is, if you set both to 0 you won't get any notices at all.