The Audacity program is a free download. It's easy to use. You just open it, press the red record button, and go! In this example below you can see the difference between 'snack' and 'nack'. We use it by comparing my good recording to his recording. He tried to make his word long like mine (we exaggerate the /s/.)
Download the program at http://audacity.sourceforge.net/
You can also use the 'Garage Band' application that comes on Macs. I have tried both, but find the sounds are easier to compare on Audacity because they are easier to view.