Regarding SMS, I've seen some people in Europe with this working but haven't seen a solution that consistantly works here in the U.S.
Regarding dialing voice mail, with my V600 I have it programmed on one of my speed dials to automatically dial the voice mail, including inserting pauses for dialing the PIN. The ULF doesn't like these pauses when I dial from the downloaded phonebook, so I initiate the dialing from the phone and it works just fine.