If you wanna start recording something, i suggest you get a preamp. If you're gonna start to get serious about it, you can get an effect program. Guitar Rig 3 is the best in this situation.
Preamps can get really costly, but those are always the highest quality ones. First pick whether you want a USB interface or FireWire interface. FireWire usually has no lag, and sounds better, but costs more.
Low budget, you can go with a USB M-Audio JamLab for about $80, or MobilePre for about $180
High budget, I suggest a FireWire 410, or even a NRV10, which is a complete mixing board, 6 channels with complete EQ, firewire output, but $900
I've only mentioned M-Audio hardware because those have always worked best with me, but you if you want to search for a different brand or a cheaper price, just search for "USB Preamp" or "FireWire Preamp"