Go to Start > Notes > Menu > View Recording Toolbar
Push the red Record button to record your mesage, then push the black square to stop. At this point you will see the message as Recording1 or something like that. Tap and hold on that file to open up the options menu. You will then click Send > Picture Mail (Messaging).
This is all of course only going to work if you have Sprint's Picture Mail application, available from your phone's browser
here.
That's:
http://softwarestore.sprint.com/wap/picturemail.php
EDIT:
Come to think if it, there's actually a voice recording application. Go to Start > Programs > Voice Recorder
Record your message then select that message and click Menu > Send > Picture Mail (Messaging)
Again, you need the Sprint Picture Mail application.