I have to agree w/ finest_alum, you don't just leave a message on someone's machine that they didn't get a bid. That's just nasty.
Got a great story, though. At my school we had a lot of Asian students, many of whom had adopted American names. When I was a Rho Chi I had a rushee who had registered under her Asian name, but introduced herself to sisters during rush under her American name. Unfortunately there was another girl who had registered under the same American name, then chose not to rush. Well, one sorority didn't invite this girl back because they got the two girls confused... and she went up to their check-in desk and challenged them!! They rechecked their votes and realized their mistake - that she should have been invited to the current round of parties. On top of this, they'd already decided to invite her to pref! So I had to convey to her the msg that the sorority *was* interested in her and wanted her to come to this round of parties (which was half way through by the time I got to talk to her) - and she was very upset that it would hurt her chances of being invited to pref - meantime I already knew that she *would* be invited to pref, and I COULDN'T TELL HER... it killed me. I was very happy the next day when I could tell her she'd been invited to pref...
Long story short... she got a bid from that house and accepted... so, painful PX duty done