[Asterisk-Users] Unable to open space (format ulaw)?

[Paul]

Simple test extension

exten => 14,1,Wait(1)
exten => 14,2,SayPhonetic(${CALLERIDNAME})
exten => 14,3,Wait(1)
exten => 14,4,SayDigits(${CALLERIDNUM})
exten => 14,5,Hangup

Works fine from spa2k extension on lan
Works fine calling broadvoice sip did

When I call voicepulse sip did I get the calleridname and then silence. 
CDR logging looks okay but * messages log shows:

Sep 19 09:30:56 WARNING[27183]: File space does not exist in any format
Sep 19 09:30:56 WARNING[27183]: Unable to open space (format ulaw): No 
such file or directory

Do I need to create a subdirectory somewhere to eliminate this error?