First check these 2 things:
The class of restictions between the two,
and check if the vdn is in the extension range configured in the audix.
Also make sure the VDN sends/vect the call to the hunt group number,not to the individual member extensions,
and that the vector uses the messaging funtion, not the route to extension funtion.
The general Idea should work, I do it all the time...
Hope this helps,
Rob