Microsoft Text-To-Speech(TTS) voice engine has been installed by default on Windows 2000, XP, Vista, you can find what voice engines have been installed on the computer by following Control Panel->Speech->Speech Properties->Text To Speech tab->Voice selection drop down window. For example, the voice of Microsoft Sam has been installed by default on Windows XP, so you can listen to the files read by Sam. If you download and install the voice engine drivers of Microsoft Mary and Mike from Microsoft, you have more options for the voices you can hear, even more, a lot of male and female voices in diffirent languages are available from other companies.
If there is already a TTS voice on the computer, you only need to use a TTS application to have your files read to you. There is a TTS software installed by default on the Windows Vista, if you are using Windows 2000 or XP, you can download and install a freeware named panopreter at www.panopreter.com, this software can read text files, MS word files in the language and voice you specified, the speed and the volume of the sound are adjustable, it even saves the reading into MP3 files, really a very powerful tool.
In fact, my students improve their English with it within months.