One program for this I know of is named "Total Recorder", it is supposed to allow you to record any sounds your computer plays, from any source.
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Creative soundcards in general can do this too in some cases--you use the Creative sound recorder, and set the source to "what U hear" or "system mixer", whichever of the two is present. And then the sound recording captures anything the PC plays.
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The last PC I put together (about a year ago) had a Creative Audigy soundcard, and included in the usual drivers/utilities,,, it has some thing in there that records streaming soundcasts. I think. I've never tried to use it. It seems to have a "timer" feature, like a VCR that you can set to record.... ? I messed with it a bit once and it didn't appear to be able to do anything else (the regular audio recorder utility is another program) but Windows doesn't allow you to record DRM protected files. Usually. So I dunno if it would let you do that.
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