I'm guessing your OS is either Vista/Win7 (as they did a Dell 7500 back in 2000 click here!).
If yes, first see if you can enable Windows' ability to record 'what you hear' by using this guide click here. If you cannot, there's a good chance that the onboard soundcard doesn't have this ability.
ff you'd to try something else for recording, Audacity click here mentioned there is well-recommended. Or, even Hi-Q Recorder click here, which may be simpler to use.
There's also Windows' own Sound Recorder click here, but I think it can only be used to record sound via a mic or similar input device - & I'm assuming your query wasn't related. G