Alright, in that case, here's the simplest thing to do. It's gonna sound pretty stupid, but it works. First, you need to get a separate audio recording/editing software. If you've got one and know how to use it, good. If not, I personally suggest this one, called Wavepad: http://www.nch.com.au/wavepad/index.html I use it for all my audio stuff. Open both Wavepad and the software that contains your song.
Now, here's the stupid part: if you don't already own one, buy a double-ended 3.5 mm headphone cable, plug one end into your computer's headphone jack, and then the other end into the microphone jack. Set Wavepad (or whatever you use) to record from the microphone input, hit record, then press play on the music.
Really. Totally works, and is actually one of the simpler solutions. It can also be used later for recording pretty much any sound that would otherwise come through your headphones.