First thing, ensure you download from official sources. The correct download page is here: http://web.audacityteam.org/download/windows
If you downloaded from somewhere else, uninstall the versions that you have, run a full depth anti-virus scan, then get Audacity 2.1.1 by following the links on the Audacity download page and install it.
If you already have the official version of Audacity, then it could be a driver problem. See here for more information: http://wiki.audacityteam.org/wiki/Updating_Sound_Device_Drivers
Note also: https://forum.audacityteam.org/t/important-information-for-windows-xp-users/37650/1