Exactly the same way as is described above - if you have it set to call forward all calls, then you won't pay, but if it's set to forward on no answer, then you will pay the roaming charges.

When roaming I normally have my phone setup to forward all to Google Voice, and have it SMS me the message. Although their message transcripts are usually far from perfect, it's normally enough to let you know if you need to do something to listen to the message immediately (ie, either dial in or get to a computer to listen to it), or if it can wait.