This is the Chant SpeechKit library Ultra Hal uses for all his speech synthesis and speech recognition functionality.
If you have a 64-bit windows you should have the file XSpeechKit.dll and XSpeechKit.oca in C:\Windows\SysWOW64
If you have a 32-bit windows it should be under C:\Windows\System32
You can try running regsvr32 on the files. To do so, click start, and type in "CMD". Right click on the CMD icon the should pop up and select "Run as administrator". Then depending on where the file actually is, type:
regsvr32 C:\Windows\SysWOW64\XSpeechKit.dll
or
regsvr32 C:\Windows\System32\XSpeechKit.dll
Restart Hal and see if it works. If the file is missing or you still have problems, reinstalling Hal is probably the easiest fix.