You can't do that with the System.Speech.Recognition library; you have to use the speechlib automation interface.
Once you've got a reference to speechlib in your project, you can add pronunciations using the AddPronunciation
method like this:
static void AddPronunciations()
{
SpLexicon lex = new SpeechLib.SpLexicon();
long langid = Thread.CurrentCulture.LCID;
lex.AddPronunciation("word", langid);
}