Recording

I am pretty sure I've got Real Player downloaded just right. I just cannot figure out how to record music from off the internet~ 

I use an online Karaoke program called SingSnap, but I cannot record it in anyway... and it is not just that program, but all online programs.... a friend of mine says that when I click on the video a white bar is supposed to come down so that we can click onto it and tell it to record... but that doesn't happen for me.... 

HELP!!!   Please~