Alpha:
Download a free sound recording program such as Audacity.
Instructions:
1) Install Audacity
2) If you're in Windows and have a little speaker icon in your bottom right-hand corner, double click it. Otherwise, go to the Start menu on the left side, go to All Programs, Accessories, Entertainment, Volume Control.
3) From Volume Control, bring up the Options (or File, depending on what ver. of Windows) pulldown (menu) and select Properties.
4) Hit the "recording" button to select it. Check all the checkboxes that come up. Hit OK.
5) A mixer will come up. One of the sliders should be labeled either "What you hear" or "Stereo Out" or "Stereo Mix" depending on what ver. of Windows you run. Hit one of those and move the slider to about halfway up.
6) Open Audacity and go to File-New.
7) Hit the record button (it has a red circle, it's near the top). When you are done recording, hit the stop button (the big black square one next to it). When you need to listen, either hit Play or you may have to rewind first. I'm not too familiar with Audacity, to tell you the honest truth.
There you have it. If you're not using Windows, then I can't really help you any better than that.