I found that many people who bought a Nokia E71x phone are having a persistent flashing envelop indicator even though there is no new message or voice mail. If the SIM is not a new one (i.e. used in any other phone previously) I have a solution. I copied all the old messages from the SIM to the phone and then deleted all messages from SIM. The envelop went away. I think this is a bug in the set as SIM messages are not new/unread messages but it is good that there is at least one solution!