There will be a difference compared to downloaded digital stuff (that hasnt been pressed to a record, played through a needle, sent thru a soundcard etc etc) but some would say that's got its plus points

What soundcard/hardware are you using? You don't need a super-duper soundcard, but it helps to have something better than your internal pc sound.

I know these are really simple things but make sure you have clean, new needles, and get the levels right: your input level in Soundforge or whatever, should be as high as possible without clipping, about -6-12db is fine

Hope that helps anyway