Yes Encarta Encyclophedia is the best. It come with a Dictinoary with pronunciation and also Thesaurus.

If you have net conection you can try http://www.thefreedictionary.com/ very useful site.

altrnately, try googles dictionary which i like the most... just type define: followed bt the word.... e.g 'define: OMG' you will get the meaning of OMG... though no pronunciation i like this...