Here are two solutions:
1)Via the Phone application:
* Enter phone number via the phone pad
* Hit the menu button and you will then see the "Add 2 sec pause" and "Add Wait" buttons. You can then add these characters along with "*" and "#" characters, obviously also inserting the appropriate voice mail and passcode numbers.
*Then hit the menu button and select add to contacts. You can then create a new contact or update an existing contact.
2) Via the Contacts application:
* In a phone field, enter the phone number
* Click on the "?#+" button
* You will then see the "Pause" and "Wait" buttons. You can then add these characters along with "*" and "#" characters, obviously also inserting the appropriate voice mail and passcode numbers by clicking on the "123" button.