If you are like me and want to keep the windows to minimum, now you can play your voicemail messages from GMail, thanks to a Gmail Labs feature. Once you turn on the Google Voice player, all new voice mail messages could be played from within your GMail.
This is getting better everyday!
You can get more information from following posts;
Google Voice Blog: Play voicemails right from Gmail
Official Gmail Blog: New in Labs: Play Google Voice messages in Gmail