You need to have +Voice in Game Chat to talk. If you do not already have this please read the tutorial here. Once you do the steps Jigsaw will give you voice as soon as possible. Until then you will need to request voice from a channel Admin. They will have the @ symbol by their name.
If you have auto-voice already make sure to put a check mark in "Login To Services" and enter your password you used when registering your nickname.