OK so I really have no idea how to do this. My best shot was:
Plug my guitar into the "input" on this Korg effects box thingy.
There is a switch which says "line or amp". Switch it to line.
Then plug a cable from the output of the box into the back of my computer into the "Line in".
I tried two different programs, Sony Soundforge and Nero Wave Editor. Both would only record in mono on the left, and it sounds all weird. Even though if I try headphones from the "output" on the effects box thingy it's in stereo and sounds normal.
Sorry for the long post, anyone have any ideas?