Yes, there are essentially two ways to do it, one uses the PC itself, using either the sound card as an input, or the parallel port to input an A2D - these methods are generally very low spec.
The other method is to do the sampling and storing on an external board, and use the PC merely as a display screen - this is MUCH more expensive though, as you're essentialy building a complete digital storage scope - just minus the screen.
There are plenty of projects out there, many people do them as their main project while at University - and you can often find full details of them, but perfomance tends to be pretty variable?.