I do:

program speech;
uses
  windows,comobj,ActiveX;
var
  voice:OLEVariant;
begin
  CoInitialize(nil);
  voice:=CreateOLEObject('SAPI.SpVoice');
  voice.Speak('Hello',0);
end.

Compiler output:

speech.pas(9,8) Error: Illegal expression
speech.pas(9,8) Fatal: Syntax error, ";" expected but "identifier SPEAK"
found

OLE is not work?

PS. Windows XP, fpc 2.0.2