Trying to find a Spectrum Analyzer!

I just have a question, as I'm new to using computers. I'm just trying to find a spectrum analiser, basically for the display. While I'm listening to the music on my lap top from itunes or windows media player.

So there is something to look at other than the list of songs.I see a few downloadable programs, but the thing I dont understand is, most say they need a VST host application. What is a VST host application?

As I said I'm new to computers,so this question may sound dumb to a lot of users, but I don't know what it is. All I have on my laptop is Windows XP Pro . And I use either my iTunes or Windows Media Player to listen to music. I would be grateful for any helpful information you can give me. Thanks.