MarkOakes:
Under Windows Xp, if you want to verify if text to speech was installed correctly:
Go to control panel -> Speech. Then click on the "Text to Speech" (see picture) tab. You will see Microsoft Anna selected in the "Voice selection" box. Then press the "voice preview" button and you will heard the sentence from the box "use the following text to preview the voice". If it is working, you are in business. The only thing that could cause a problem later in S&T is that the voice option can be disabled in the options panel or muted in the full-screen navigation...
If the text to speech engine is not there on your system, S&T will install it. May be you don't have sufficient rights on your system to allow S&T to install the speech engine??? If you are at office, this could be the problem...