Razrchick, this problem has nothing to do with T-Mobile.
Danielup, I had the same problem with my special edition unbranded Razr, All you need to do is change your voicemail number in your message settings to stop getting those text messages after you get a voicemail, call customer service and have them run through the voicemail number settings with you and tell them to give you an alternate one.
As far as the roaming indicator goes, that does not affect the performance of the phone nor do you get billed for roaming charges, don't worry.