Connecting Specker generating sound

I want to connect speaker to play voice file from computer.
what I want is using simple and small speaker to play voice not melody.

let me know what kind of speaker I have to use and
how to connect...

You will be restricted to how much voice you can store without some external storage. (about quarter of a second of voice)

See http://interface.khm.de/index.php/labor/experimente/arduino-realtime-audio-processing/
for information about audio processing.