You don't, your pin must be on.
From the set up page on this site:
Having a PIN means that you're the only person who can access your messages. You'll be asked to set up your PIN the first time you access Voicemail 901 or whenever it's been reset to the default.
You can change your PIN at any time by:
* Dialling 901
* Pressing * for greetings and mailbox settings and then 4
* Following the prompts
Your PIN also allows you to access your messages from any touchtone phone by:
* Calling your O2 mobile number
* Interrupting your greeting by pressing *
* Entering your PIN
To support Disasters Emergency Committee: http://www.dec.org.uk/appeals text Nepal to 70000 to send £5
Sky Unlimited Broadband - Windows 10 - Nexus 4 Android 5.1.1