Voice recording programme Audacity

Hi am very new to Voice Bunny, I desperately want to start voice recording, but I am battling with the progamme AUDACITY.  When I first installed it i tried to set it up myself, but got a bit confused.  So I recorded my sample a few times and only once could i do a playback on how i sound.  after that, i went out of the programme and then it keeps showing me a error message. 

Is there an alternative program i can use?

If so, what to you recommend?

If not, i will try again with Audacity but please can you give the steps to set it up correctly?

What do i choose when inserting my headphone, my laptop asks me to choose

1.  Mic In

2.  Headphone

3.  Speaker Out

4. Headset

Sorry for the inconvience! I can wait to start but i really need this fixed.  Set up etc etc

Nicolette Lehnberg - South Africa