You can go to CompUSA or Circuit city or even Radio Shack and find a microphone. Normally its about $5 - 12. If you want or are planning on using a microphone a lot, you might want to look into buying a headset. Those can be used with ease. Just need to plug it into the correct hole.
Before running off and spending money, if you think your computer should have a built in microphone (usually not on a PC, but ocassionally), check some settings first. Actually, even if you do buy one, you're going to have to check these settings anyway.
A) Open the recording controls:
----If there's a little speaker icon in the system tray (bottom right corner, next to the time), double click on it. Under "options" menu, select "Properties", then select "recording". In the box below that, make sure "Microphone" has a check mark next to it. Click "OK"
----If there's no icon, go to your control panel and select "Sounds and Multimedia". Select the "Audio" tab, then in the middle under "Sound recording" click on "volume". If you don't see a "Microphone" control, go into "Properties" under the options menu and select "Microphone" from the list there.
B) Now that you have this open, make sure the box next to "select" under Microphone is checked and that the volume slider is not all the way down. Once it is, try recording again. If you've got a mic installed, it should now work.
Wow. I totally forgot that some computers nowadays have a built in mic. Nephythys, check out what these people wrote first. I have an older comp that normally uses an external mic. Also, when I talked to my friends who did have a newer comp with built in mics, they said the quality isn't always the best so they get external mics/headsets.