audacity is not a bad program, but if you are serious about software, get something like protools. i think its lik 200 some $, but you could get something in between protools and audacity.
to record directly to your comp, get an audio interface or a mixer.
one of these will work:
audio interface:
Buy M-Audio Fast Track Ultra USB 2.0 Audio Interface | Audio Interfaces & Convertors | Audio Interfaces | Musician's Friend
mixer:
Buy Peavey PV 8 USB Compact USB Mixer | Unpowered Mixers | Musician's Friend
keep in mind that everything im listing is pretty good quality, but you can definitely find cheaper equipment.
both the mixer and the interface will connect to your computer, youll just plug you mics into the mixer/interface, and the mixer/interface into the USB on your computer.
hope this helps
butter