I need to know how to connect my karaoke machine to my computer
Not to sure what you are attempting to do, but if you are looking to use a computer monitor as the display, you can do as Joe explained, but there may be noticable lag with that method. You can use a VGA to RCA cable to plug it into your monitor with no lag.http://www.cablesnmor.com/vga-to-rca-cable.aspx
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If you want to computer to act as a display for the karaoke machine then you will need to get a inexpensive usb video capture device from ebay which you would expect to pay $10-20 for depending on brand and bundled software.