I'm looking for a program like Teamspeak, where you can talk with your mircophone and other persons can hear it.
But what I want do with it is plug my instrument into my mic-input and play it, together with other members of my bands, so I need a program with only very little delay.
However, it isn't supposed to be a good-sounding jam session, we just want to be able to play a bit around.

Hope someone can help me,
Doesn't exist.

You could try ninjam, which tries to get past the latency problem. It's a load of arse though.
Patterns In The Ivy present ethnicity on an intriguing and dedicated level. ~Ambient Exotica
A mesmeric melange of yearning voice, delicate piano and carefully chosen samples. ~Lost Voices
There is an online collaboration program, i dont remeber the name of it. But I think you could use something like Skype, if it can do more than a two-way call. Or maybe you could use some sort of AIM or Yahoo! messenger webcam chat to do it.