Need Help W/ Audacity Mp3 Recorder??

I want to download and record my Internet radio music to a Mp3 player. I was told that AUDACITY was a good program to do so. The radio station is not in the normal range to be recorded by a fm tuner. If smeone is doing this please help. (Is this legal??) If it is not legal let me know. I have downloaded AUDACITY and I am trying to learn how to use this. If someone has any susjustions?? ODIE

 

Audacity worked good for meon one computer. Now that I have this new computer the recoreder works but captuers NO SOUND. What is the problem?? Anyone got any suggestions. ODIE