Recording Audio while playing earlier parts of the recording

I am looking to record a lecture and while recording it I want to have an option to rewind the recording and playing earlier parts of it while continuing to record.
Does anybody knows how to do it? Maybe by using two different software at the same time?
Thanks.! :smiley:

Audacity does nothing in real tim except recording - so you would meed two computers both running Audacity to do anything like this.