He is talking about a landline phone or vfhone.
There are tons of commercial software available on internet. just search for "PC Answering Machine" etc in Google or any search engine.
But there is shortage for a free and good utility for this purpose using windows OS. and you need to search hard finding one.
However one approach is to use free Audio recording software like "Audacity"
There are two methods
If your phone set has audio-out port, just plug it in your sound card line- in port and run Audacity to record conversation.
In case of there is no audio-out port on your phone set then use method#2
You need a voice modem and a Mic for this method.
* Plug your phone cable in modem line-in port and run Audacity
* Set your recording device to phone in Audacity.
* Click start and type dialer.exe in Run command
* Place or receive a call using phone dialer and record it using Audacity.
If you need further assistant, just PM me.