If you mean to record music from Websites (eg. BBC) you need a software program.
Stereo Mix is not a "socket" like Line In or Mic In.
A good free one to try is JetAudio from:
Scroll to the bottom and select Basic Download from JetAudio 6.
The BBC uses .ram format files but you can download Real Alternative which will do the same job. Download from:
Let us know what and where you are trying to record from?