Recording sound from PC without a Microphone (hardware)

Let's say that there's this really cool pop sound on the internet in some flash file or imbedded video. I want to get the sound as a file so I can use it. Is there any software that could record what's coming out of the speakers?

Right now I have All Sound Recorder XP and Audacity both, of which I don't know how to use. Could any of those programs do that and how?

They say I need a sound card. What is a sound card and is it inside of your computer?

Could anyone tell me of some software for this purpose?

I tried putting a microphone against the speakers, but some weird sound happens and it's all staticy. So I need some software that could do it. Otherwise I'll have to use the old tape recorder.

Any help would be appreciated. Thanks.