If you mean record your set from a mixer, there are a lot of programs for that. On the cheaper end is CoolEdit which has evolved into a pretty sweet piece of software.. other's that'll do the job are WaveLab, SoundForge, and Samplitude (which is damn sweet I might add). They'll let you record in, edit, clean up, do whatever you want. They're all pretty user friendly, especially if you're just trying to record audio. Dunno what you mean by compatibility.. they will all save to any standard format, like WAV.
peace