I wouldn't say the microphone was particularly good for recording, but it depends on what you are recording - perhaps ok for rapping, but likely to sound a bit muffled compared to other microphones for speech. I believe that Behringer do a Podcast kit that includes a large diaphragm studio condenser microphone, which have had pretty good reviews.
Most condenser microphones require "phantom power", which I believe is available on all Xenyx desks, but you should check that before buying a condenser microphone. There are also a couple of large diaphragm condenser microphoes made by Samson that are popular with Podcasters.
It is definitely worth using a "pop filter". This is simply a couple of layers of thin fabric or other gauze, held in a frame that is placed between your mouth and the microphone. (You can make one from a nylon sticking and a wire coat hanger). Using a pop shield will mean that you can get close to the microphone without recording wind blast from your breath on the microphone (important when using sensitive condenser mics).
You should always have the "trim" adjustment for the microphone input turned fully down before you connect or disconnect a microphone, also before you switch phantom power on or off. (anti-clockwise to turn down). Also, do not connect or disconnect a microphone while the phantom power is switche on - connect the microphone first, then switch on the phantom power. (Phantom power is NOT required for dynamic microphones such as the Ultravoice XM8500, and should not be switched on).
After connecting the microphone, turn up the level adjuster to 0 and then adjust the trim adjuster so that the meters on the mixer peak up to 0dB. With a studio condenser microphone you will probably not need to turn the gain up as high as you do with your dynamic microphone. The dynamic microphone that you are using now is really designed for holding right up to the mouth for (loud) on stage performance rather than for recording, and is therefore not very sensitive.
You should be able to connect the UCA 202 to either the main outputs of the desk, or the recording outputs (I think the output is identical from either, just different connectors).
When you have it all connected up to Audacity, adjust the microphone level, or the main level to achieve a good recording level (over -12dB, but never reaching 0dB on the recording meter).
Check out the Audacity Tips and Tutorials (links at top of this page) for more hints and advice about recording.
BTW, I didn't delete the spam, one of the other moderators beat me to it
