S swapping iPhone 3G

Greetings. I have 2 phones with the same phone number. I am a carpenter, therefore I dont use the iphone at work. I pop the sim out from the iphone, and use it in a Nokia at work. The problem I have been having is, the iphones visual voicemail no longer alerts me that I have voicemail messages. I have been just having to call the actual voicemail phone number to retrieve my voicemails. I called At&t and they said that the iphone doesnt support sim swapping.
Are there any other sim swappers out there that are having this issue with visual voicemail alerts no longer coming in properly?
HP Windows XP