Voicemail Notification Stuck
Long-press on the notification and you should get a little "app info" box.  Hit that, then hit "force stop".  If the app info box doesn't appear, go into Settings -> Application Manager -> All, find the Phone app, and force stop it.  That should send the notification packing.

If it comes back, the problem is T-Mobile sending out erroneous "You have voicemail" announcements and you'll have to talk to them about it.