If would sure help if we knew more about your computer. The operating system, processor speed, whether or not you have a sound card and microphone...Things like that.
First, you need a sound card to transfer the sound to the computer's hard drive. Next, you need a microphone to speak into. Then, you need a sound recorder.
Windows already has a small program called "Sound Recorder" which will record small .wav files. (About 60 seconds worth) Click on Start-Programs-Accessories-Entertainment-Sound Recorder. Once that is open, click on "Edit" in the upper right, choose "Audio Properties". Once the next screen loads, click on the "Sound Recording" and make sure there is a default sound device displayed, then click on the "Volume" button and make sure the "Microphone" volume control is displayed and "Selected". If you make any changes, click on "Apply", then OK. When you're ready to make the recording, press the red button on the Sound Recorder and speak into the Microphone. Stop the Sound Recorder when you're done, save the file with an appropriate name. Now place the new .wav file in the "C\Windows\Media" folder. Now open the Control Panel, double click the "Sounds and Audio Devices" icon, then click on the "Sounds" tab. Once that is open, in the "Program Events" section, scroll down and highlight the "Start Windows" listing. Then use the "Browse" button to navigate to your file.
If you want to record something longer than 60 seconds, I use the free recorder program at the link below:
Freecorder
http://www.freecorder.com/index.php
Hope this helps.
Grif