You are asking for speech recognition or speech-to-text
To support speech recognition requires installing some additional software
Windows:
Dragon Naturally Speaking http://www.nuance.com/products/
ViaVoice http://www.nuance.com/viavoice/
Microsoft has some speech recognition tools in Windows
Windows 7 Accessibility http://www.microsoft.com/enable/products/windows7/default.aspx
Windows Vista (Narrator) http://www.microsoft.com/enable/training/windowsvista/narrator.aspx
XP Speech to Text: http://support.microsoft.com/kb/306537/EN-US
Macintosh:
MacSpeech http://www.macspeech.com/
ViaVoice http://www.nuance.com/viavoice/osx/
Apple has built text-to-speech (but not speech recognition) and accessibility aids into OSX http://www.apple.com/macosx/accessibility/