Could someone please show me or send me an example on it? I heard that there is a sample code in Directx 8.1 SDK called SimpleChat... but i cant the download link of the sdk anymore.. maybe its too outdated..

I think you mean Speech SDK 5.1

http://www.microsoft.com/downloads/details.aspx?FamilyId=5E86EC97-40A7-453F-B0EE-6583171B4530&displaylang=en

I think these files have changed slightly, SpeechSDK51.exe, 68Mb.

 

Keith