Recording sound level is dependent on output sound level

I’m recording sounds from the Internet with Audacity 2.2.2 (my company offers only that version). I have a Lenovo ThinkPad. The output sounds control the recording level of the audio. So, in order to record audio from the Internet, I have to make sure that the output sound level is up. Conversely, if I mute the sounds coming out of my laptop, the audio is recorded at zero. Please help.

I remember years ago, I plugged in my headphones for exactly this purpose.