If you want to make mp3 sound files, you can download:
mp3creator

If you want to analyze your sound in a very basic way, you can either browse
ftp://ftp.phon.ucl.ac.uk/pub/sfs/wasp
or directly download
WASP

If you want to analyze your sound data with more details, you can browse
http://www.praat.org
and
http://www.sil.org/

If you want to buy commercial packages of software, you can browse
http://www.sciconrd.com