AHH. I have explained this to so many of my customers, I have lost count. Here's the deal:
Think of phone lines as individual paths into your building. Well, if you are on a phone line, it is now a blocked path that issues a busy signal. There is no way for a outside caller to get into the building (which is where the VM is), unless you give everyone 2 lines with rollover, or get DID lines (requires the purchase of new, expensive equipment). A third option is to take everyone's private lines and make one large rollover, have the VM's Auto attendant answer all lines, and direct callers to individual extensions. A fourth option is to get VM boxes from your telephone service provider. They can re-route the busy signals to VM outside the building.
FYI: Those companies that you are trying to emulate that give out "direct lines", utilize the DID system.