Microsoft Agent in vb 2005

Okay, so I've been working on a program, and now i want to add microsoft agent to it. The only character I know of right now is Merlin. However, when I add him to the form, i can make him display text, but i cannot make him actually speak what he says. I have seen people make Merlin talk but im not sure how. If any1 can answer why this is, i can hopefully make him talk.