If you don't already have the Microsoft Speech SDK, you can download it completely free of charge from Microsoft's website.
Be warned though, it's not a small download!
When you've installed it, you'll be able to look at several VB6 examples it comes with. I know it works perfectly well, I use it here:
http://robbi-985.homeip.net:8000/speech_transfer.html
You'll find the examples in, for example:
C:\Program Files\Microsoft Speech SDK 5.1\Samples\VB
(Obviously depends on where you install it though.)
There are a load of folders with working VB6 projects there for you to feast on.