First, install the Microsoft Speech SDK. It can be found over on this page. Download the 68MB 'Speech SDK 5.1' on the 'Download' sidebar. Next, install the SDK, fire up the Windows Control Panel and look under 'Speech'. Make sure your mic is correctly set-up and click 'Train Profile'. You'll be asked to say a number of paragraphs so that the speech recognition software can calibrate itself to your voice. After that, you can train the software as many times as you like (it'll get more and more accurate the more you train it).

Next, hop into the UT2004 demo. Make sure 'Speech Recognition' under 'Settings | Game | Misc' is checked. Then make sure you've got an 'Activate Microphone' key set under 'Settings | Input | Configure Keys'. You'll need to hold this down while giving your bots orders