with the arduino and a piezo buzzer, you can make it play a note with the reight frequency, but it is possible to make it say a letter, like for example the letter a, b, c, d without any extra hardware?
i'm new to microcontrollers sorry
NO !
Sure - see this tutorial
I have the same code running to make an alarm, altho I added a simple external MOSFET amplifier to make it much louder.
I am adjusting the amp now - playing with a relay to make a hi/low volume kind of setting.
Am also adding a series capacitor between the gate resistor and the MOSFET, along with a resistor to ground (pulldown resistor), so that when the arduino stop sending notes the MOSFET wil be turned off by the pulldown resistor.
but it is possible to make it say a letter, like for example the letter a, b, c, d without any extra hardware?
Sure
??
Is IT possible to make it say letters ? like a,b,c,d.....
tones can be done but not letters
Oh, as in speaking the letters?
See if this will do - requires a shield to be added.
Or maybe this
http://code.google.com/p/tinkerit/wiki/Cantarino
See the list of Phonemes supported, many of which sound like letters.
Google Code Archive - Long-term storage for Google Code Project Hosting.
Did youlook at the video ?
dosent aound a lot like letters more unlikely, but a good try at it 
Using PCM audio format you can using an audio editing program on your pc to filter and create a clean a short sample for all the leters, then using one serial/i2c/spi eeprom or flash memory or even one SDCard and just use the SDCard lins out there put each sound in a separate file and using one timer you can do a direct load of each audio sample to the timer, then just use an RC low pass filter in the timer output pin and you are done, no perfect but you can undestand very well the sound produced this way, because thats how a lot of audio dacs work.