Perhaps the easiest way to record the audio through your speakers is to connect a cable from the computer's speaker jack to its input jack.
Radio Shack sells the perfect cable, part number 42-2496 ($5.99). You could also use a conventional patch cable, but you won't be able to connect speakers, so you won't hear what's recorded as it's recorded.
1 Insert one male 1/8" stereo plug into the computer's blue, Line-In jack, at the back.
If no Line-In jack is available, use the Microphone jack.
2 Insert one male 1/8" stereo plug into the computer's green, Line-Out jack.
3 Plug your computer speakers into the cable's female 1/8" stereo jack.
4 On the capture bar, click Settings / Options / Audio.
5 For Channel, select Line In (or Microphone, if that's where you plugged in the cable.)
We've also read that a "Virtual audio cable" works, but we hear it's complicated.
One last alternative:
Record through a microphone placed in front of the computer's speakers.