The Windows sound recorder will only record from a microphone input. 

 

If you want to record streaming audio ("what you hear") you need a different recording program, such as the free "Audacity" (do a google search).   However, if you only have the integrated audio that comes with many newer Dell's the Dell drivers provided do not enable that function.  I have seen references to non-Dell drivers that will enable that function but you use them at your own risk.

 

The only other option is to install a retail SoundBlaster sound card that comes with all the support software and has that option.

Can you give me the example of non-Dell drivers? Where can i get the diver?

Do a google search for the drivers and you may find them or do a search on the Audio section.  I don't have the link.  As I noted, you use them at your own risk.