Just a guess, but they probably entered the GSM codes to disable the [snip].
Dial the following numbers and hit send after each one:
#002#
#004#
Now, this may have the side effect of disabling a few other things, like your phone MAY keep ringing, even if it is off. I can't really test it(I'm in Afghanistan).
To undo those, just use *002# and *004#.
If the first way to disable it doesn't work, you can always try removing the settings altogether by doing ##002# and ##004#. The disadvantage is that this doesn't deactivate the settings, it disables them and removes the settings data. So you will actually have to re-enter a bunch of settings if you wanted voicemail back.
I am not sure if the Colombian carriers support these codes, but they are the universal GSM codes, so chances are good.
Here is a more complete list of commands:
http://www.geckobeach.com/cellular/secrets/gsmcodes.php