Arduino mega + mp3 shield + external power supply = strange noises :(

Hello,

my friends and I want to play music from an SD card.
For this we bought an DFPlayer Mini Mp3 Player modul and used it with an Arduino Mega, see attached sketch to this post.

When we power the Arduino Mega via USB from my computer, it works fine. There was a bit of a crackling sound sometimes, but after adding a resistor this also worked fine, here you can see a working test video.

But whenever we attach an external power supply (9V) to the Arduino, as we want to do later, the mp3 shield makes strange cracking noises, here is a test video of this behavior.

We have read several forum posts that say add a resistor, also lead the second gnd pin to ground, but nothing changed the sound. We have absolutely no idea why it is not working with the external power, any advice is appreciated.

Do not power your MP3 module from Arduino 5V pin.
When you power arduino form USB power from a USB goes directly to +5V Arduino pin and modern USB hosts can provide sufficient power for Arduino itself and most of peripherals. Nut when you power Arduino from barrel connector all that powers goes through on board voltage regulator which is not powerful enough to feed power hungry peripherals. It's designed to power only Arduino itself and some low power stuff like a couple of LED.