Speech Recognition in Windows 7

First, include the System.Speech library.
My code, for a console application, is the next:

// default using statements
// then import System.Speech.Recognition namespace
using System.Speech.Recognition

namespace SpeechRecognition
{
     static class Program
     {
         static void Main(string[] args)
         {
               SpeechRecognizer sr = new SpeechRecognizer();
            sr.LoadGrammar(new Grammar(new GrammarBuilder("First test")));
            sr.LoadGrammar(new Grammar(new GrammarBuilder("Second test")));
            sr.SpeechRecognized += new EventHandler<speechrecognizedeventargs>
                 (sr_SpeechRecognized);
         }
         static void sr_SpeechRecognized(object sender,
                   SpeechRecognizedEventArgs e)
         {
              Console.WriteLine(e.Result.Text);
         }
     }
}

When you say "First test", you'll find "First test" on the console.
When you say "Second test", you'll find "Second test" on the console.

The most important information was provided as a comment to an answer only: "different language - Bengali".
Why is this the most important info?
Speech recognition starts with retrieving "phonems" from the audio stream. The phonems available - and their exact pronounciation - differs between languages.
Next, it tries to build words from the phonems. The words have to be present in a dictionary. Of course, different languages have different words.
Next, words are combined into phrases. A lot of statistical information on combined word occurencies is required for that. That depends not only on the language, but also on the specific context (legal, medical, ...).
Consequently, only those languages can be supported the speech recognition egine was built for.