I sorted it out (somehow or atleast I found the problem):
Here is the link to the version I bought:
http://www.okaysoft.de/ok/pchome.asp...L=EVCryostasis
And here are the shots of the box:
I have tested it on a english version of Windows and there the speech gets installed. It seams to be an error with the installer that when you are installing the english version on a german windows he does not find the speech files, because the installer starts in german.
Is there a way to force the installer to start in english? some comando line or something?
@Nike-it: To imply that the legal version can't have this problem is a little harsh, because you tell indirect we are pirates what is not true as you can see above.