Why does the system indicate that I have a new message when I have already listened to it?

If a message is not played entirely before you hang up, or if you exit the system by pressing the star (*) button while in the middle of a message, the system does not consider it "heard". If you do not wish the system to consider it a new message, you must direct the system to either delete (by pressing 7) or archive (by pressing 9) the message.