Change it from a ".txt" file to a ".mp3" file by changing the ending of the name.
PSpeech.txt -> PSpeech.mp3
EDIT:
For people who don't have file extensions visible, the process of unhiding them is fairly simple. Open a folder with the standard Windows file browser, click the fifth toolbar at the top, titled "Tools" (maybe, my XP is Finnish). From there, select "Folder Properties" and then click the tab "Show" (the middle one). Scroll down the list and uncheck "Hide known file extensions" or whatever it is. Just above "Hidden Files and Folders."
