Microsoft Anna is the new Text-to-Speech voice replacement in Windows 7 and Windows Vista. Earlier in Windows XP or Windows 2000, you had the TTS voice known as Microsoft SAM. Microsoft Anna is the successor to Microsoft SAM and a major improvement at that, as she sounds more natural.
To hear Microsoft Anna, Open Control Panel > All Control Panel Items > Speech Recognition. In the LHS pane click Text to Speech. Here you can control text to speech properties and also hear Anna speak by clicking the Preview button.
Anna speaks only English and is installed on all versions of Windows Vista and Windows 7 by default, except Chinese releases as they have their own Microsoft Lili, who speaks Chinese.
You cannot download and install Microsoft Anna as it is pre-installed only on Windows Vista and Windows 7. This means if you purchase Windows Vista or Windows 7 English edition, Anna speaks English, and if you purchase Windows Vista or Windows 7 French edition, Anna still speaks English.
Incidentally, Microsoft Mike and Microsoft Mary are optional male and female voices respectively, available for download from Microsoft. However Microsoft Sam, Microsoft Mike and Microsoft Mary do not work on Windows 7 & Vista.
Want to hear how they all sound? I came across these samples on Rob Chambers on MSDN blog.
Go here if you want to meet Microsoft David, Hazel and Zira.