Probably you don't. You do have to make sure your mike is set up, that a speech recognition engine is present, and that you have the speech option turned on.
Usually you can do this all in the General Options dialog. Choose "Speech" then click the check box to turn on Speech recognition, then use the other options to set up your microphone and train the voice recognition.
Lastly, on the Hal interface, you have to click on the little "Mic" button when you want to start using the microphone.