Does your MacBook Pro have a Line-in port? That is usually directly beside the headphone port.
You can use the line-in, if the microphone has a strong enough signal - it may need a pre-amp however.
Some Macbook Pros have combined microphone/headphone ports, that you can use for recording a microphone. Look at the system Profile from the Apple menu in the main menu bar:
> About this Mac > More info > System Report
Then disclose the "Hardware" section and select "Audio". What Audio port do you see there?
If your microphone has an USB plug, use one of the USB connectors.