You're right it does go into the users vmail but there are workarounds (some not bad - some pretty severe) Can you give more detail. Do the users need personal vmail? Are they using voicemail email.

You can put each user into an individual huntgroup but only turn on voicemail notification for the admin/supervisor.

I have exactloy this problem.

I need to be able to record outgoing and incoming conversations on users handsets so that a supervisor can listen to them at will.  The users don't need vmail.  Can you suggest a way of doing this?

Create an individual hunt group for each user and make sure voicemail is on for the hunt group (default). It may be an idea to turn off queueing. If each user is using DDI, point their DDI to their new hunt group.
In the supervisors user form go to source numbers and enter H<huntgroup name> for each new huntgroup. This ensures that only the supervisor is informed of huntgroup voicemails (be careful if using digital phones or phone manager).
In the supervisors user form go to shortcodes and create a shortcode to retrieve voicemails for each huntgroup
eg
Shortcode = *99
Telephone Number = "?Anonymous"
Feature = VoiceMailCollect

Each hunt group rquires a Voicemail code.

Dial *99 at the supervisors phone and follow the prompts.

The voice recording on the IP Office uses a little known Node in Voice Mail Pro Manager as AutoRecord.
If you create this note within the Module options, then use the LeaveMail function to direct the recording to an indevidual mailbox the Supervisors for example.
All recordings would be viewable from the Supervisors extn and you could then turn off the Voicemail option on each of the recorded extns.
Try it I think you will be suprised.....  

Thanks I am off to try this ...