I like TeamSpeak 3. You can download the server and the client. Setup the server and you then use your client to connect to your server using IP address. If you are on a router the IP you use will be your internal router IP (eg 192.168.0.101) and your friends will connect with your external IP which you can get at whatsmyip.org. IP is like an internet phone number.
You can also setup different rooms for each team.