I don't know about MSN, but Yahoo needs "DSP Group TrueSpeech codec" in
order to work according to what I've read. Lots of listings on the subject
via Google. I tried everything that was suggested, but nothing worked for me
on Vista.
My solution was to install Microsoft Virtual PC 2007, create a virtual XP
machine, and use Yahoo voice from there. It also worked well for several
pretty old apps that Vista didn't like at all.