We study collective excitation modes of a fermionic gas of atoms in the BEC-BCS crossover regime. While measurements of the axial compression mode in the cigar-shaped trap close to a Feshbach resonance confirm theoretical expectations, the radial compression mode shows surprising features. In the strongly interacting molecular BEC regime, we observe a negative frequency shift with increasing coupling strength. In the regime of a strongly interacting Fermi gas, an abrupt change in the collective excitation frequency occurs, which may be a signature for a transition from a superfluid to a collisionless phase.