Yes, you can pay Verizon to email it to you as an .mp3
attachment (cost a couple of bucks).  I did that myself
once, but I forgot the link.  If you call Verizon, they can
tell you the link.

I don't know why they keep it such a secret--I bet they
could make a bundle on this service!

Not that I'm aware of, but you might sign up for a free Voicestick accout
at www.voicestick.com.  They're a VoIP provider that offers a free
incoming number.

Then, if Verizon's voicemail allows you to forward a VM message, forward
it to your Voicestick number (and don't answer it!)  They send all
voicemails to your e-mail inbox as .wav files, which you can keep as is,
or convert to MP3.

If Verizon doesn't allow forwarding VM, find a utility that will record
anything your soundcard plays live, and call your VM from Voicestick's
softphone software and record the VM playback.

Good luck!

Sign up for a free account at gotvoice.com and you can download them all for free.