check that the mike is plugged into the line in jack, if the mic needs phantom power, do so, and check the audio levels for the line in jack on your computer
Check that you have the mic input selected for your soundcard. Double click on the little speaker icon in the system tray, go to Options>Properties. Select "Recording". and make sure "Mic In" is checked.
If that's not it, tell us about the software you're trying to record with.