We're going to assume that you have properly connected the device to the computer's sound card or USB port.
1. Press the Windows key + "R"
2. Type "Control Panel" into the search bar.
3. Click Hardware and Sound.
4. Under "Sound" click "Manage audio devices".
5. Click the Recording tab.
6. You should see your device is ready to record if a green check mark should appear next to it. If you don't see the device, this might be a good indication that you need to update the driver, or check your connections. Visit the sound card manufacture's website for updates and information about how to deploy the update. If you do see the device, and it does not have a green checkmark next to it, right-click the device and choose "Set default device" - you should then see the green checkmark next to that device on the list.
7. Once all this is set, you can go into the Vegas / Sound Forge / Acid product and go to Options > Preferences > Audio or Audio Device. In here, make sure the correct audio device is selected. Once everything is all set, you can begin recording!