Você precisa ser root ou usar o sudo para passar por essa tela.
sudo pip install pyttsx
No meu sistema:
parto@parto:~$ sudo pip install pyttsx
[sudo] password for parto:
Downloading/unpacking pyttsx
Downloading pyttsx-1.1.tar.gz
Running setup.py (path:/tmp/pip_build_root/pyttsx/setup.py) egg_info for package pyttsx
Installing collected packages: pyttsx
Running setup.py install for pyttsx
Successfully installed pyttsx
Cleaning up...
parto@parto:~$