Well I don't own one but Im assuming you can plug your guitar into the GNX4 then into your pc, so your going to have to buy a jack that converts your standard guitar cable into the tiny one that fits into the microphone jack on your pc, you can pick them up from Dick Smith (or electronic shops wherever your from).
Does the GNX4 come with software? If so then perhaps stick to that, but if not then maybe start out with audacity. Its a fairly basic program that is simple to operate, and can be downloaded from
http://audacity.sourceforge.net/
There are a lot of other programs out there, im sure some other members can name them because ive been with audacity all my life haha
You might also want to invest in a quality soundcard and quality speakers or headphones. No point in recording with a great amp when the speakers make it sound awful.
Hope ive kinda helped a bit :P