First, go to the "Greetings" page in the left-side navigation (located under "My Settings"
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And then click on 'Add new greeting'

To record a custom voicemail greeting, simply click on the "Begin Recording" button. This will use your computer's mic to record a custom file. Click on "Stop Recording" when done, and you are all set!.
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Be sure to hit "Save" before exiting the recording dialogue box.

This newly recorded file will be available in your account to be used on My Direct Number page or any Call Flow if needed (perhaps as a Voicemail greeting, or a Menu with Instructions). Just click on 'Choose Audio' to select it from your Greetings Library.

Don't forget to hit "Save" when done!