Downloading/Saving Voicemails from Blackberry to PC

I’m looking for a cable or bluetooth instructions on how to save my Voicemails from my Blackberry 7130e to my computer or a digital voice recorder.

I want to save these great VMs from my two young boys, they are too cute to delete.

I heard of a cable that allows you to do this. Verizon and Radio Shack said ?no way?.

Any suggestions?