The molecules of air vibrate in the same direction as the vibration of your vocal cords. These molecules in turn vibrate the molecules next to them, and so on. The region in which the molecules get pushed becomes more dense then the region around it, because more molecules are there. The increased density pushes these neighboring molecules further ahead and the sound travels. This sort of wave is also called a pressure or compression wave.
Earthquakes are also compression waves.
One of the things that I study is to compress crystals and see how the atoms respond. The ease in which a material can be compressed is related to the speed in which sound waves can travel through it. For instance, diamond is very incompressible, and sound waves, or compression waves, travel through it very fast. The speed of sound in air varies depending upon the temperature or density of the air. Hot air has lower density and therefore sound travels slower.