Hmmm this is neat and I just enabled it but it does not look like it works for Google Apps yet…

Previously, clicking “Play message” opened a new page in your browser, but starting today, you can play voicemails right in Gmail. Just turn on the Google Voice player from the Gmail Labs tab under Settings and whenever you get a voicemail notification, the player will appear right below the message itself.

via Official Gmail Blog: New in Labs: Play Google Voice messages in Gmail.