Have you tried enabling the Stero Mix function in the Sound options within Control Panel? I'm assuming you are using Windows 7 here, so go into Sound and the the tab that says Recording. Right click and choose "Show Disabled Devices". Then right click on the option that says Stero Mix and choose Enable.
From there download Audacity for free from the internet (or alternatively use whatever program you currently use) and start recording from any source playing from your computer.