I'm guessing you don't have the CX-R190 software that's compatible with your OS version.
I use a patch cable between the AUDIO IN on my PC and the EAR on the recorder.
Since the ouput of the recorder is monoaural, all you need is a mono (2 wire) lenght of cable with a standard 3.5mm plug at each end. I made one myself, but I guess Radio Shack may have something like this:
If they don't have it, then a STEREO cable (3 wires) will work just fine.
Like this one:
To record the sound you can use any audio recorder.
I use Audacity. It's a freebie and pretty straightforward to use.
After you've plugged it all in, all you need to do is start Audacity and then start to playback the files from your recorder.
When they are on your computer, you can copy, cut, paste, add special effects, and later convert them to MP3 or whatever.