The PRL depends on the carrier - only CDMA carriers use PRLs. If you have a GSM carrier, that's why.
If not, and for the voicemail number, contact your carrier. The voicemail number is not the same as your phone number, so they'll have to give it to you, so you can put it in manually (or they may tell you to bring the phone in - that depends on the carrier). If the carrier is CDMA, and it won't update the PRL, and there's an updated PRL for it to get (there may not be), it's most likely a carrier problem - either they know about it and are working on it, or if yours is the first call, they'll get on it.