Most PCs come with a program called Sound Recorder. This is an extremely simplistic program that offers very few editing options, but it is free. If you just want to record a simple sound file of you talking, Sound Recorder may be all you need.
Apple Computers come with a program called Garage Band. This is a much more in-depth recording program than Sound Recorder and you can use it for anything from simple voice recording to recording professional sounding vocals for a band.
Audacity is a free, downloadable audio editor and recorder. The editing and recording options are similar to those of Garage Band. If you need to make a semi-professional recording, but don't have much money to spend, Audacity may be for you.
If you require a top-of-the-line voice recording, you may want to look into Degidesign's Pro Tools. This program is the industry standard when it comes to recording music, and it offers an extremely wide range of recording and editing options. Pro Tools is, unfortunately, quite expensive and very complex.