Please tell me a speech recognition program through which i can send command to arduino... for example if i say "forward" it sends "W" to com port where arduino will be connected and makes my robot move forward.
For which operating system? Windows 8 has built in support for voice recognition. Using that built in support might not be easy, but that's what you would get to investigate.
You may want to start here: http://windows.microsoft.com/en-us/windows-8/using-speech-recognition
BTW, it's considered bad form to cross post.
There is also an EasyVR shield which enables your Arduino to do speech recognition on its own - although I get the impression that it is far less accurate than PC-based speech recognition.
If the speech recognition in 8 is anything like it is in 7, don't use it, in a word, it's rubbish. You would probably be better off using the suggestion by PeterH to use the EasyVR shield.