Yes, you can do this. You have to have your cell phone set-up under the "Telephones" menu and use reporting format type 5 for voice. Then write a rule as Wayne said to dial that number and speak the voice message you want.
If you have Next Alarm, you can have a text or voice notification also. Make sure you are sending CID codes in the communicator for Power Failure and restore.
Scott
Edit: I see Delicious beat me to the Next Alarm part.