The setting you require isn't even on your phone! It's on the computer of your service operator. i.e. it's the 'exchange' that knows to ring you for a certain length time before diverting your call to voicemail.
However that doesn't mean that you can't change the setting. You probably simply need to make a (free) call to your phone company's computer to tell it what you want it to do. For example, if you're with Vodafone, here's what you need to do:
http://help.vodafone....=1000&ARTICLE_ID=2531
Other phone companies should have the relevant information on their web pages. If you can't find it, post again and we'll try to find it for you.
Chris