First of all, I'll need a little more information.
Have you confirmed that the device you have the mic plugged into is enabled / that Windows (or you) installed drivers
for the device?
You can confirm that it is enabled this way:
Control Panel -> Hardware and Sound -> Manage Audio Devices. Click the "Recording" tab and see that your device is enabled and functioning.
If it is not enabled, try to enable it. If you don't see any devices in "Recording", you may have to right click and check "Show disabled devices".