I got a microphone and I'd like to use it to record things and save them to my computer...how do I do that?
Did the mic come with software? Have you installed it yet? Do you know which audio package you're using? Do you run a Mac or a PC?
Someday, of course, the phrase plug and play will do what it says on the tin. Meanwhile ... try to post answers to those questions so we can try to help.
Yup, what Conan said. Although the basic Windows XP stuff is pretty basic. DO read the Help file!!!!
If you want a bit more flexibility there are freeware audio programs around, such as audacity. But it might be an idea to get someone more familiar with I.T. to supervise first time round.