If you use Windows 7, Vista or XP, you can try to enable your Stereo Mix / Wave-Out Mix from the Control Panel, by updating drivers and installing alternative drivers:
Missing sound recording option "Stereo Mix" / "Record What you hear" / "Waveout mix"

Or you can use software that doesn't need Stereo Mix for recording:
Audio/video recording software that allows to record sound without WaveOut/Stereo Mix (Windows 7, Vista, XP)