Recording music

Hello Forum,
I am new to this forum, if any mistakes done - please forgive.
My OP sys is windows 7 pro sp1, desktop computer.
Besides the windows media player, installed MPC-HC player and BS player, when connected to the internet and BSplayer open,
I can listen to many radio stations, specially I like classic music. Downloaded “Audacity win 2.1.2.exe” not installed yet.
Now here is my question - Is it possible to record the played music with this program, strait from the sound card as I’m listening, without wiring the output port (speakers) to the input port (line-in or mic), I have no such wires and I do not want to mess up with wires.
If this program can help me do such recordings then I may install it and start learning with your guidance how to do it.
Hope I made myself clear.
Answers will be appreciated.

See if there’s anything in either of these to help.