1) Driver ASIO4ALL for owners of the built in cards – http://www.asio4all.com
2) Cubase - http://www.steinberg.net/en/products/cubase/versions.html
It is better for owners of the built in cards install ASIO4ALL, because speed of these drivers considerably above, than at use of the standard drivers. Owners of a sound card with "correct" support ASIO – such problem will not arise.
One more tip – for instrument record it is necessary to establish options of a sound card. I use Line-In, therefore on Record I have Line-In, and on Playback inputs are disconnected. So, the instrument is not audible on an exit, it only can record. And how to hear the instrument? For this purpose look at 4 point, function Monitor.
And now work process in Cubase SX 3 is more detailed:
2) You will suggest to choose a folder where you will store the recorded files. It is better to create a separate folder on a disk with an empty space.
3) Now we click on a Project – Add Track – Audio. Here you can choose Mono or Stereo track. All depends on a kind of an output of your instrument, Mono or Stereo.
4) In the appeared track I turning on function Monitor to hear what I recording at present tme. After pressing on this button you should hear at once your instrument.
5) Record. Press on red button Record on panel Transport.
That's all. Now you can record instrumental parts and create music.