voice mail

I've always had an answering machine, so I never bothered setting up voice mail. However, somehow, voice mail got turned on. I get that rapid beep beep beep when I pick up my handset, and know that is the signal that there are messages. I tried retrieving the messages, but I'm asked for a pin, and I don't have one, since I never set up voice mail. It won't allow me to set up voice mail again - when I try, the steps for set up don't kick in, only the steps for retrieving messages, which I can't do, because I don't have the pin. My wife just called on my cell phone, because she called the home phone and got a greeting telling her to leave a message - not the usual greeting from our answering machine! I tried having a live chat with Cox support, but they just gave me links to setting up and retrieving messages. HELP!!