The USB cable required is a standard type A to type B cable as used to connect current generation printers to a computer. These are available from any computer store or here in Australia suppliers such as Dick Smith or Officeworks and are generally available in lengths up to 5 metres.
The Audio Recorder software is easy to use but more comprehensive software such as that mentioned by Roger allows you much more control for a better end result. Audacity is another popular program and is available as a free dowload from http://audacity.sourceforge.net/. Goldwave is another low cost program used by some members.

Len