Were you still choosing the microphone input in Audacity's Device Toolbar
when you tried before with the headset microphone?
If so and the quality was not good enough, you have two choices.
One is to play the message on the iPhone and record it into Audacity. You will need a suitable cable to connect between
the headphone output of the iPhone and the mic input of the HP computer. If the HP has a line-in input separate from the mic input, try the line-in first. Set Audacity to record from line-in if that is how you connect to the computer.
Or you can transfer voicemail messages to your computer using a USB cable. Either drag the messages into the computer using Windows Explorer or sync the entire iPhone to your computer which will do the same thing. If you transfer the messages with a cable they will be in AMR format, but you may need a special program to do the job of saving them with AMR extension when you transfer, or else you may have to add or change to the AMR extension yourself. This means that if the file was called just "voicemail" or "voicemail.bin", you have to change its name to "voicemail.amr".
See these Google search results for more help http://tinyurl.com/cbf6bnx
One the voicemail files are transferred to your computer, Audacity can import them for editing if you add the optional FFmpeg library to your computer:http://manual.audacityteam.org/help/man ... tml#ffdown