This is an old chestnut to some of us seasoned lurkers and internet
junkies.
Here we go...
You can download a programme called Total Recorder, for free.
Search Google to find it.

Install it, its quite safe. The default set up will record any sound on
your computer.
(You have to change the setting if you are sending the sound via a line
in ur usb device)

Have Total Recorder running and know where the record button is. Keep
it open.
Then you go to your "Listen Again" and play whatever it is. Go back to
Total Recorder and hit the record button, et voila! It will record
until you stop it. Don't go out shopping as I did once and fill your
hard disc with a whopping wav file. After rercording is done hit stop
on Total Recorder and save as with a title of your choice. It will be
an uncompressed file which you then have to save to mp3 format.
Personally I upload the file to my net minidisc and play that in the
car.
I hope that helps.