1. In a mobile cellular device that manages both locally stored and remotely stored voice messages, the mobile cellular device including a memory configured to store recorded voice messages, a transceiver configured to communicate with a remote system, and a user interface configured to enable selection of a recorded voice message indicator, a method carried out by the mobile cellular device comprising: receiving via the user interface, input to play said selected recorded voice message; reading from the memory of the mobile cellular device information pertaining to the selected recorded voice message; determining whether said selected recorded voice message can be played without communicating with any remote system; and playing said selected recorded voice message locally at the mobile cellular device if it is determined that said selected recorded voice message can be played without communicating with any remote system, and, if it is determined that the recorded voice message cannot be played without communicating with any remote system, then: automatically establishing a connection with the remote system if a connection is not currently established between the transceiver and the remote system; and transmitting a command message to the remote system to play said selected recorded voice message.