Found this online worth doing as I can't see any of the mobile phone providers writing to you to tell us how to do this!
News of the World journalists were able to hack into so many people's voicemail because most phone users have never changed their voicemail password.
Few people are aware that they can listen to their mobile voicemail from a landline - simply by entering a password. And if they haven't changed that, it's likely that it will be 0000 or 1234 - meaning it's easy to guess and get into your voicemail.
So follow these simple guidelines for how you can change your password and make it much harder for anyone to break into your voicemail.
Don't choose an obvious password, like 0000, 1234 or even your birthday. Ideally, you will choose four random digits, completely unrelated to you, so no one will be able to guess it.
It will still be possible to break into your voicemail using a computer to crack the passcode, but this will make it far more secure.
Dial 121 to enter your voicemail, then press 1 for the main menu, 4 for mailbox settings and 2 for security settings. Vodafone do not have a default password and will automatically send a randomly-generated code to your mobile if you access your voicemail from another phone.
Hold down 1 to access your voicemail. Press 3 for settings, and 3 again to set a new password - you won't be able to access your voicemail from another phone without doing so. It also won't let you select anything too easy to guess - so 2222 or 5678 will not be permitted.
Get to your voicemail by dialling 901. Dial 4 for voicemail settings, then follow the prompts to choose a new pin.
Hold down 1 to access your voicemail, select 'personal options' from the menu, then select 'To change mailbox features' and follow the prompts. You won't be able to access T-Mobile voicemail from another phone until you have set your own pin.
Dial 123 to access your voicemail. Select 4 to change your mail settings, then 2 to manage your login options, then 1 to change your passcode.
On Virgin, the way you change your pin number varies by handset, so hold down 1 to access voicemail, then follow the instructions.
Call 905 to access your voicemail, then press *. Choose option 4 and follow the prompts to change your passcode. As Tesco Mobile services are provided by O2, the default passcode is 8705.
Tap on Settings, then choose Phone. Press the wide button near the bottom saying 'Change voicemail password'. Enter your new password, then re-enter it and tap Done.