Macs are great at professional audio applications, but there are great PC recording programs too. Arturia's ARP2600V can run as a VST plugin, which is a standard developed by Steinberg, the company that makes Cubase.
Cakewalk and Sonar (both now owned by Roland) also host VSTs. Sonar (really an extended version of Cakewalk) will run VSTs (like your ARP 2600V,) and it records extremely well. It also midi sequences, which means that you can enter notes and it will play them into the ARP. Both Sonar and Cakewalk are written from the ground up to run on Windows.
Cubase is written for both Mac and Windows and is another great VST host (after all, they invented it.) It also records and sequences.
If you have a keyboard or midi controller, you can also use that to play your software synthesizer providing you have an interface cable - usually a MIDI to USB interface cable.
You may also want to try downloading a VST host from Hitsquad: http://www.hitsquad.com/smm/
I haven't actually used any of the ones listed as I have Sonar and use that.