recording problem

I have a MacPro with OSX10.5.6 and use it to listen to music on the net. I would like to record som of it ( dr.netradio.dk ) but when I open Audacity New File and click Record nothing happens. I have tried all possible combination in the sound panel
but nothing happens.Hope somebody can help me
Erik Olsen

Macs don’t do that without some help.

http://audacityteam.org/wiki/index.php?title=Recording_audio_playing_on_the_computer#Mac

Koz