Problems recording audio from soundcard? [SOLVED]

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Hey guys, I can use some help please? I wish to record streaming audio from a site on the net from my soundcard, I followed directions on the net to setup Audacity properly so I think that’s done but I don’t know how to get the playing audio to show in Audacity, I start playing the song and click on the RECORD button but then get the prompt showing in the attached image, help?

In your picture there is no recording input device selected in the Device Toolbar.

See here for information about recording sounds that are playing on your computer: http://manual.audacityteam.org/man/FAQ:Recording_-_How_To's#streaming

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I looked at this tutorial:

http://manual.audacityteam.org/man/Device_Toolbar

Problem is the Input Device field is empty or shade out so I have nothing to choose from?

Open the Windows Sound Control Panel and enable a recording device.
As described here, not all computers have a built in ability to record “stereo mix” http://wiki.audacityteam.org/wiki/Mixer_Toolbar_Issues#cp

Works fine now guys, really appreciate the help!