a Firewire audio interface is an audio interface that connects through a Firewire port. Firewire is another type of interface like USB. basically, the interface is a way to get sounds in and out of the computer, so you can record them. like the line or instrument ins on a Tascam 4track.
a mic preamp is basically like the preamp on a guitar amp - amplifies the signal up to a line-level. many FW/USB interfaces have them built in.
the software varies. applications like Cubase, Sonar, Logic are all audio/MIDI sequencing/recording programs. they're what you actually record with, and what you use to sequence drums, for example. soft synths are software versions of instruments - so the computer runs a virtual synth, drum machine etc. - and are 'plug-ins' that require a host application like Cubase to run.
personally, i'm moving away from solely computer-based recording and getting more hardware.