Audacity is an acceptable and typical program for amateur voice actors. I do not personally use it, but I do know of many AVAs who use it.
@Azure
You are using a headset, then. Those are a bit harder to use because the mouthpiece is always in front of your mouth, and you can't really adjust it otherwise. Most likely, it'll catch puffs and pops. I suppose, if you didn't want to get a new mic, you could try pronouncing letters that would pop ('b's and 'p's) softer than you usually would to avoid that.
Aside from that, though, the quality certainly didn't sound too bad from what I heard. If you were to use noise reduction for your recordings, it would have this quality:
http://www.box.com/s/mh6335xivego97x3rbi3
I'm not sure what kind of computer you have, but it might also be your headset's volume. Go to 'start', click 'control panel', click 'hardware and sound', click 'manage audio devices' under sound, click the tab titled 'recording', then click the tab titled 'levels.' If your headset's microphone's volume is at 100, lower it to a smaller number, like 75 or 50.