I just started playing Thief the Dark Project and all the other sounds work fine except that guards dont talk at all. Other sounds work normally (walking/sneaking, throwing things, hitting things with a sword, shooting a bow, Garrett's monologues etc) and both the music and the "ambient sounds" (prisioners moaning and whining, drunken noises near a pub etc) work. Any ideas how I can fix this problem?

I'm using Windows XP and System Shock 2 works fine on this computer.

try using the new patch or TFix, install openal and try using that as your sound device.