because Microsoft has decided to discontinue development of Microsoft Agent technologies since 2009 ( link
here ) it will be complicated. however, you have the chance to install it apart... people say...
quote from
Mohammad Elsheimy: << Try
updating the Speech SDK and the Speech API try it in Windows 7 >>
also you can try a Microsoft Agent replacement called
Double Agent (an Open Source alternative to Microsoft™ Agent that allows Agent applications to work on Windows 7 -by the way, it "supports existing Microsoft™ Agent version 2.0 characters"-)