When I try to record using the audio driver, Replay Music doesn't record

I got a new PC... an HP i7 Quad Core w Windows 7 Home Premium.

When I try to record using the audio driver, Replay Music doesn't record. I can change it to Stereo Mix (IDT High Definition Audio CODEC), it records but only with the speaker on... being audible.

Ant clues on how to resolve this?

Thanks!!

Please go into the Control Panel and under User Accounts adjust the User Account Control all the way down if you are using Internet Explorer.

Open Music
Select Start Recording
Our dialog box comes up
At the bottom it says to open website to record
Select that and our page comes up
Go back to the dialog box and select OK
Now, go to what you want to record.

This doesn't work on Zune's website, does it?