How can I hear people on GTA 4 online? (PS3)?

Do I need a mic? Or is there a setting? I want to be able to hear them through the speakers on my TV. I'm not concerned about replying to them. I just need a firm, definate answer. I do not hear them automatically and I know they have mics because of the little speaker thing. One of my friends tried talking to me once and I couldn't hear anything. Do they need to call you die you to hear them? Or can you hear everyone anytime they speak?