Just for future reference if you don't have a mic plug into the front panel audio you will see this message.
Here are a few step you can use if you have this problem again and don't have a mic. If you do have a mic just plug it in and it will start if now do this.
FOR VISTA ONLY
* Go to Start then Control Panel
* Double click on the Sound Tool
* Click on the Recording tab
* Right click and select "View Disabled Devices"
* Enable the Stereo Mix
WINDOWS 7 and VISTA (if above does not work)
* Open Realtek Software (Download Here
* Click the little folder in the top right corner that says "connector setting" when highlight with pointer
* Then check the box that says "disable front panel jack detection"
* Play the game