I'm not getting any voice clips either. However, I never played TIM 3 back in the day, so I'm not sure what they're supposed to sound like. All the music and sound effects seem to be intact, though.
Looking at the game files themselves, there are a bunch of .VOC files in there, which are a voice-oriented sound format. I suspect that it may be a compatibility issue. There's a GOALS.VOC file, along with some HINT.VOC files, none of which work for me either. The help program(s) don't work in 64-bit OSes, and the .VOC files might not either.
EDIT: I'm running Win 7 64-bit, btw. The change to 64-bit affected a LOT of programs designed for Win 95/98. DOS programs however (like the other TIM games) tend to work a lot better.
Post edited November 17, 2011 by bevinator