"New Voice Mail" appears on my home phone

But i don't have VoiceMail set up with Cox.  I called a Cox Support Tech the first time this happened.  He checked that i did not have voice mail set up with Cox for my home phone (or any phone).  He couldn't understand why the message was appearing.  It went away by itself after apx. 6 hours.  It has happened twice since then.  There are no "functions" i can adjust on my phone menu to make the message disappear.  Right now it has been appearing for 4 hours.  Any ideas of what could cause this?

I have a separate answering machine on my home phone.  It works fine and has never resulted in this message.