asterisk users - May 2005 - Cannot create a personalized unavailable message

When I try to create a personalized unavailable message the
VoicemailMain application says "please record your message" beeps and
then goes straight to "if you want to accept..."

I checked the output of /var/log/asterisk/messages and see the
following:

WARNING:  Unable to open file
/var/lib/asterisk/sounds/voicemail/default/4035/unavail.WAV: No such
file or directory.

and sure enough when I check the directory tree, the directory
/var/lib/asterisk/sounds/voicemail doesn't exist

Is there something I forgot to configure?  I would think that these
directories would be created automatically.

I'm running Asterisk version CVS-v1-0-02/17/05-17:34:40

TIA,

Jeff Heath