The first thing to do is adjust your microphone or audio volume down to avoid a feedback loop. This can often be the problem because your microphone is picking up the sound that is playing on your computer and sending it back around again.

If that doesn't help then it can be because Audio transmissions over the internet are digital. Digital sound has a narrow bandwidth and only part of the frequency is sent. Because it is "chopped" down it will have some sound issues. The clarity of the sound is in proportion to the amount of data sent, only so much data can be sent in a given amount of time, so for real time listening the sound data has only a portion of the total information that makes up what you hear. The crickets and echo sounds are because it is a digital signal with limited bandwidth.

The way the internet carries data, the data packets for the sound may not arrive at the rate that would be consistent either. This can cause missed (or dropped) packets, meaning you might have interruptions and jitteriness in the audio.

Much also depends on your ISP, modem, download speed, number of users sharing you network connection and so forth. Dialup will not have the best results for chat but you should be able to connect. Both DSL and Cable(broadband) are recommended for Chat.