Recording on your computer...

A good souncard purpose built for the job will help, don't go creative etc, as they have limited use especially as playing around with midi is fun, and you don't want to end up with not hearing yourself during playback. Anyhow, my personal setup which does me just fine is my little PC with 512 ram, an Echo Gina card, a Line6PODxtPRO and a copy of Logic5.5 and hey presto, that's it! The only thing you need after that is a good set of drum and whatever other instrument you want to use samples and you're off.

Other than that, Sonar is good, and Innuendo 2 is kick ass! You may also, as said before, invest in a good pair of monitors, but i find that if you ain't got the money that hooking up the card to your stereo works just fine (if you have a break out box just solder yourself some cables that'll work)

Anyway, after you've got all that, the next step is learning to use it all :)