I learned this awesome way of recording sound on your computer...
first, if you want the sound from a clip on the internet that you cannot download, you can simply record it onto your comp.
You do this by using something radioshack sells. Costs 5 bucks, and is small and easy to use. it is basically a earphone cable, but with both ends have the 1/8'' jack. You simply plug one into your headphone port, and the other into your microphone port, and use an audio recording program to record while it's playing. The computer thinks what it is recording is coming through a mike, but is really what the headphone jack is putting out!
Works best when you do not need video, only audio, or it is a site where you cant download it.