Plug a mic into the mic connector on your computer soundcard (it's usually red, your speaker one should be green), open sound recorder (if you can't find it on your start bar, go to START|Run and type "sndrec32" and it'll pop up. To use it, press the record button (red circle) and say what you want into the mic, hit stop at the end. Then go to File|Save and name the WAV file something you'll understand somewhere you can find it. Hit File|New to start a new sound, and repeat for as many as you need.
Easy as pie. You'll probably find you're a pretty crappy voice actor though. I don't even do my own business voicemail messages anymore... I use a digitized text-to-speech process.