Not sure on COD4 but for other games you need a program to talk to others in the game,
A program used by many online gamers is Teamspeak,
I use it often when playing online games.
Depending on which game server you are on you will need to know the servers teamspeak server, this can be found by either chatting to the guys in the game or sometimes the server owner will have a forum with the Teamspeak server listed.
If your hosting your own games then you will need to setup your own Teamspeak server, which is pretty simple then all you need to do is let others in the game server know.
Hope this helps.