You have to change the sound settings in the application or in the Sound Mixer of your PC. For example, to record sounds, Stereo Mix needs to be enabled in the Sound Mixer. To enable Stereo Mixer, right click in the Playback Devices, then tick the Show Disconnected/Disabled devices. Enable the Stereo Mix, reboot the PC and then use the application to record what you want/need. Make sure that the settings are also configured properly in the application.
