Some people did have this problem so I probably have a solution for you:
1) in Windows Mobile open the Settings dialog
2) open Sounds & Notifications
3) activate sounds for programmes
(the names might be a bit different because I have only German Windows here right now)
When I switch th voice command on, I don't hear any sound (my pocket PC - HTC Touch Cruise - is ok, and plays music without any problem, tomtom is ok too)...
Does somebody have the same problem (and know how to fix it) ?