I am using an HP Pavillion desktop with windows 7 . I am new to both Windows 7 and audacity. I downloaded it , following all instructions.
When I try to record anything I get a window stating " No audio device" or " No recording device " I have looked everywhere to try to find a solution. I have run diagnostics on my drivers and it says they are working properly.
When I try to play anything all I get is about a tenth of a second of static. Am I doing something wrong ? Do I need to download something else ?
You have not said what are you trying to record from.
See here: http://manual.audacityteam.org/man/FAQ:Recording_-_Troubleshooting#Vista_7
I was trying to record something from youtube and other internet radio websites. There was no copyrights
You bet your sweet life that copyright exists on much/most of the material (particularly songs) on those interweb sites. No copyright indeed 
I was trying to record something from youtube and other internet radio websites.
Many soundcards/drivers simply don’t allow you to record “internally”… On many soundcards you can only record from the microphone or from something plugged-in.
[u]This page[/u] tells you how to do it if your souncard supports it, or how to use a loopback cable, or other software that can possibly bypass the driver.
For YouTube, the easiest, quickest and best quality way is to download the video. There are several free plug-ins available for Firefox web browser for downloading from YouTube.
If you have FFmpeg installed, then by “Importing” the downloaded video into Audacity, the audio part will be extracted so that you can edit it.
See here for installing FFMpeg: http://manual.audacityteam.org/man/FAQ:Installation_and_Plug-Ins#ffdown
Re. Copyright: ALL music has some sort of copyright, though it may be under permissive terms such as Creative Commons license, the standard YouTube license or may be Public Domain, but there are always some legal considerations about usage. We would hope that all Audacity users respect the rights of others.