One minor thing in addition to the other answers: "to me" is an idiomatic phrase that means "as I see it", "in my opinion", or another such phrase. So, you can also say "To me, it sounded like crying" without changing the meaning. However, "crying to me" doesn't necessarily have this meaning:
He was crying to me about losing a dollar.
It sounded like someone was crying to me for help.
In these cases, "to me" is the indirect object of the intransitive verb "crying". Changing the word order would change the meaning: "It sounded to me like someone was crying for help" means that I think that someone was crying for help, not that I was the person someone was crying to.