Hello there,

First of all, you have to enable Stereo Mix.
Here is a simple video of how to do it:

https://www.youtube.com/watch?v=9T8qhDjrGHc

After you enable stereo mix, you should do these steps on the game...

Right Click on the game -> Properties -> Compatibility -> Run this game program.... [Windows XP service pack 3]

Apply & Ok

That's it should works