There are 3 possible places that it could be programmed. The first place to check is within the mailbox as a Personal Assistant(assuming that your company uses that feature). If there is no Personal Assistant programmed then the next place to check is within the Mailbox Class of Service profile. The information table Index 1 "Intercept Mailbox" defines where callers will be transferred if they press 0. If this index is set to "none" then the next place to check is within the Port Class of service profile for the voicemail ports.The information table index 1 "Intercept Mailbox" defines where callers will be transferred if they press 0.
To check on the first option Personal Assistance, you can either logon to the mailbox and press 16 for options and then 5 for Personal Assistance, or from the command line interface type L MBX to list it or M MBX to change it from the dot (update) prompt.
You can check on the mailbox Class of Service profile by first finding out the mailbox COS with the L USER M command and then once you know the Class of Service use the L PROFILE command at the dot (update) prompt. You need to be careful about changing the Intercept Mailbox in the Information table because you may also affect other mailbox users that have the same COS as this mailbox. The other possibility is that this mailbox may be in the wrong COS. You may find another COS that will work by looking to see if there are other mailboxes that work the way you want or by doing a listing of all the mailbox COS profiles programmed.
Hopefully this gives you a starting point of where to look.