Go to Radio Crap (hehe) and buy a cheap 1/4"-1/8" adapter. This will convert your 1/4" guitar plug into a 1/8" plug so you can plug it into your sound card. Make sure you plug into your 'mic' input (if you have a direct box, you can use the 1/4" out into your adapter to get a more balanced low-z sound.); if you plug into the line input you will get a really quiet, hummy, far-away sound. If you come from the line-out of an amp, use the 'line' input. When you plug in, make sure your computer speakers are off. Then right click on your speaker icon on your computer taskbar. Find the Microphone slider (or Line if you're using the line input), make sure it's not muted, and pull down the slider. Then turn on your speakers and slowly bring up your mic volume so it doesn't squeal when monitoring or distort the input of your recording program. Beware - with many recording programs, you have to set the microphone slider in the 'recording' tab of your computer volume mixer. Make sure you set the mic level so it doesn't distort the input.
This is just a quick general primer. If you have any more questions, or if I'm not clear somewhere, or if you have problems . . . Post another post and I'll answer your questions. (I'm a recording engineer, so I should be qualified. :-) )