You can't just plain record while it's playing without a mic? Try playing with your recording mixer settings until you get sound. Some ancient soundcards might not support this, but any modern one should. Unless the MPAA's outlawed it and broke the feature or something stupid like that.
A program I wrote(
SDL_scope) was indispensable to me in figuring out what settings my mixer wanted - just run SDL_scope and a music player, then fiddle with the mixer until stuff starts showing up on the scope.