If someone leaves me a voicemail while my Treo650 is off, I do not get a missed call w/ caller ID.

However my voicemail will say "At DATE/TIME message from PHONE NUMBER"

If I am listening to this ON my Treo650, how can I get this number into a new contact without memorizing it or writing it down quickly on a piece of paper and entering it later?

I tried switching to contacts but couldn't get it up and ready to enter the number until AFTER the number was read out. While in contacts I can't press "1" to repeat the message.