You have two choices, one is to use '~' in the Phone# field, the other is to create an exception rule.
Suppose your voice mail number is 123456789, then you rule may be like this
Rule type: Outgoing Call
Filter type: Specific number
Phone #: ~123456789
Action1: Change dialed number
Call to: 111111,,2222,,{phone}#
If you'd like to use an exception rule instead, take a look at this
http://www.mobiion.com/forum/index.php/topic,334.0.html