The issue is caused when the microphone being used is able to hear feedback from the speakers. Try the following steps to resolve this issue:
Use a pair of headphones that are equipped with a microphone to eliminate outside noise feedback. Most modern style earbud headphones will work. Computer headphones also work great for this.
Ensure that your computer is using the correct and only input for your headset. This can be checked by accessing the sound options on the machine (PC: Settings>Sound / Mac: Preferences>Sound). If the headset is not listed as your default audio device for inputs and outputs, make sure to disable the other device and make the headset your default. Consult with your computer manufacturer with additional questions about this.
Ensure that no other applications are open and using the microphone at the same time. (i.e. Skype, Facetime, etc…)