Firstly you will need download the keyboard (http://nimbu.amorvi.com/2010/04/add-full-voice-to-text-to-htc-desire/) (download link in step 2)
Next you will need to add the voice search widget (http://nimbu.amorvi.com/2010/04/add-voice-search-to-htc-phones/) (make sure you download the one for your device)
Now attach your phone to your pc as a disk drive and put the two files you have downloaded on your phone and remember where.
Ok if you have a file manager open it, if you don't you will have to download one and i suggest "andexplorer" so open file manager and browse to the files you have just saved. Open either of the files IF it asks you what programe you want to open it with press "package installer" and it will install and repeat with the other file.
Now long press your home screen and add the search widget if there is now a microphone symbol on the widget you have done everything right so far.
Now you have installed the keyboard, next step is to activate it:
Go to Settings > language and keyboard
Tick "Android Keyboard" [Android version] OR "HTC_IME mod" [HTC Sense version] and go back to your homescreen
Press the search key on your phone
Long press on the quick search box
Select "input method" from the popup list
Select "Android Keyboard" [Android version] OR "HTC_IME mod" [HTC Sense version]
Now it should all work, if not comment this post and i will help.
Internet connection faster then GPRS needed to use voice to text.