Speech problem! (I know, I've read the FAQs!)

Everything's connected and set up, and I've never had any problems with using my headphones.

It kinda sucks playing the game without any audio cues to tell me what to do...

Hi, I'm very new here but I had the same issue you are having. In my case it was solved by this:
Right click on your EOC icon on the desktop (if you have it there)
Select properties
Select compatibility tab
Check the box "turn off advanced text services for this program"
Click apply.

Now take your second CD (the one you put in the drive to play), pop it in the drive,
Go to My Computer, right click on the drive for your CD. In most cases is the D drive, click on explore cd. There is there a folder named "movies", right click on it and you send it ( copy and paste should do, I think) to your EOC directory. In this way the game won't look for game cues or movies in your CD therefore speeding the access time, and maybe overcoming incompatibilities.
I hope this helps, it helped me.

Best of luck
sebastian pons