Skype for Mac OS X
Skype Voicemail
If you’re offline in Skype, too busy or just plain don’t feel like talking to anyone right now, let Skype Voicemail pick up the call instead. More about Skype Voicemail.
How to set-up Skype Voicemail
Choose “Preferences…” under the “Skype” menu. Click the calls button and tick the Voicemail check box.

You can also record your personalised voicemail by clicking the “Record a new welcome message” button.