Communication between ATC and aircraft is facilitated by the use of a phonetic alphabet to refer to numbers and letters. This avoids confusion between similar sounding letters (p/b, t/d, m/n) and numbers (3/t, 9/5).
From the FAA site.
There is also a good reference in the AIM.
Wikipedia has a good entry on the history of the phonetic alphabet.
Ken Jenks has a post on the Radio Alphabet that includes sound files.
The International Telecommunications Union site has a version as well. Note that they use different pronunciations for the numbers.
If you listen carefully for a while, you’ll find that most pilots mispronounce “Papa” by placing the emphasis on the first syllable. They also mispronounce “Quebec” by pronouncing it as the city (kwa BECK) rather than (keh BECK). Usage is split on 9 (NINE) vs. (NINE er). I have never heard anyone say 3 correctly (TREE).
There is a page here that you can use to practice the names of the phonetic alphabet letters.