Yeah he's right. Just get a descent sound card. I will add that you should just record MP3 at a bitrate that is no higher than what is good enough for you to deal with during your initial learning phases DVD's are overkill unless you are talking about video. It would cost you a real lot more money that way. It's worthy if you are going to record super audio (I dont care to get into that right now), but for practice? For practice/review, I reccommend a CDRW (rewritable). This is a good way to begin proper recording habits as well.

Classic to Jazz. Sounds like you are dedicated allright! Big rewards ahead (musically speaking of course!)
Classical onto to jazz influenced is the way to go I think. Good choice. Wow are you ever in for a heavy duty point of enlightenment. Awesome.