To listen to your messages when on the road, just call your own phone. When you hear yourself giving the usual "not at my desk" hit ** (that is the star key twice). It should tell you to "please enter your mailbox number and your password". Careful though if you are using a cell phone. If the "star" tone goes through broken up, to the system it may sound like multiple star keys. Then you won't get the proper announcement. Just keep trying til you get in. With my crappy Cingular service, I have had to hit the double star up to 15 tries before it finally goes in.
As to being notified, your mailbox has to have that enabled first, then you need to set it up. Works great.