configure voice mail button on iPhone 5

I do not manage to configure the voice mail button with the correct voice mail number on my wife's new iPhone 5.

Tried calling the *5005*86*XXXXX# repeatedly, but still getting the error message "voice mail button not yet correctly configured".

Manually dialling the voice mail number is possible, but less practical.

Anyone knows how to handle this?

If it is relevant: we're on the BASE network in Belgium.