Windows Sound Recorder is a miserable crippled thing.
Try Audacity (free) - sound recording software -
http://audacity.sourceforge.net/
"Audacity is free, open source software for recording and editing sounds. It is available for Mac OS X, Microsoft Windows, GNU/Linux, and other operating systems."
Linux people use it a lot and it works a treat - there's a free Windows version and that should do the trick!
Anvil Studio -
http://www.anvilstudio.com/ - is another freebie that I haven't tried.