not really... you can just plug in as long as you have the adapter... play it on msn skype or record it using the recording tool that comes with windows...
ur com accepts a 1/8" input in your line/mic in. ur regular cable is a 1/4". you can find a 1/4 - 18" adapter from most audio stores or music shops.
u can record using just voice recorder on windows but that allows onli a max time of 1min.
and usually, u cant get a good tone when pluggin in direct like that. i use a line6 toneport UX1 coupled with abletone live lite software. it has a program that allows you to emulate/create sounds and record it with that sftware. you can read more abt it here: http://www.line6.com/toneport/