I am trying to find out how to record harassing phone messages left by the ex. He is very threatening, controlling and abusive.

Hello, I'm guessing that you want to record the messages as proof:) , this might work... when your listening to your cell voicemail try putting it on loudspeaker so that you can here it outloud and then record it with a tape recorder, if there is no loudspeaker option on your cell your better off contacting the phone service.

Depending on the model Radio shack used to sell a speaker cord but they would plug into a recorder

Also radio shack at least used to sell a mic with a suction cup that you could put on any phone to record