I never used a blackberry myself but if you don't find out how to do it through the menus you could always divert using the old fashioned way:
Divert All Calls:
• Set: **21*destination#(Send)
• Cancel: ##21#(Send)
• Query: *#21#(Send)
No Answer:
• Set: **61*destination#(Send)
• Cancel: ##61#(Send)
• Query: *#61#(Send)
Unreachable
• Set: **62*destination#(Send)
• Cancel: #62#(Send)
• Query: *#62#
Cancel All
• ##02#(Send)
where destination is the number you are diverting to.
If you want to divert to voice mail, put a 5 between prefix and 7 digit mobile number and use this as destination, i.e. your number 0861234567 mailbox destination is 08651234567.