Voicemail messages will remain in the system as long as the email (and attachment) remains in your Inbox. The message is no longer considered "New" by the Unified Messaging system one an email message has been marked as "Read" in your email account. You will need to mark the email message as "Unread" to have a message listed as "New." Similarly, if you call into the system and listen to a "New" message, the corresponding message in your Inbox will also be marked as "Read."
A message will remain in both your Inbox and in your voice mailbox until it is deleted from either one. I.e. Deleting in one, will delete from the other.