An easy way is to connect a patch lead from the headphone socket to the microphone socket on your computer.

You'll need something like Soundforge or CoolEdit. Press record and off you go.

You might need to balance the input; go into your accessories and look for the mixer (usually in Volume/sound recorder) Make sure the REC button is tagged and then do a trial run, altering the line input levels. I might sound crude to the Tech Experts on here but it works.