Hi Renske (and Charley)
Steve can't find the CD either!
Anyway, you more or less had it - and I'm sure the rest I have added here is correct. The only niggling doubt is at the beginning of last verse - which I think will now be clear when you listen again.
All the best
Maggie

I called out for the captain
Enquiring of our journey-o
And there beheld a lady fair
She set my heart a-yearning-o
"I am your captain, sir" she said,
"I go where no man dares to go
And you will serve me up aloft
And likewise serve me there below

Upon my hand she placed a ring
With rarest jewels so-fine o
"This token sir" she said to me
"'T'will bind your heart to mine-o
This ring shall keep you ever young,
Safe from the toll of time-o
And keep you on the ship of fools,
Long as the stars do shine-o"

She took me to her cabin and
She kept me to the matin-o
I searched to find my sea legs bold
Between the sheets of satin-o
Aloft upon the empty deck
No seamen could I find-o
But cold waves lapped our lonely bows
And seabirds flew behind-o

We ploughed the foam (waves? seas?) and sighted land
But never touched the shore-o
And we did roam for seven years
'til I did yearn no more-o
In captive arms I was entwined
Reluctant to release me-o
The ship of fools bids no adieus
Until the last wave ceases-o
The ship of fools bids no adieus
Until the last wave ceases-o