>Download audacity
>Go to your recording devices list (Click the speaker icon on the taskbar and click "Recording Devices")
>Right click where there is no device and select "Show Disabled Devices"
>Enable "Stereo Mix"
>Go into audacity
>Set the microphone setting to Stereo Mix
>Hit record
>Start your game
>Play game
>Go to audacity
>Hit stop
>Export as .wav (or download the LAME MP3 plugin to export to .mp3)
If its a valve game you can extract the sounds somehow. I forgot the program to do it.
GCFScape.