You need to connect the Saturn's audio output to your computer's audio input. If you can't connect them directly using the AV cable you have whatever converter you need (eg. RCA to 3.5mm plug, SCART to 3.5mm and so on) can be found in home electronics stores. Then you need a program that lets you record to a file from the audio input. There are tons of good programs, but even the Windows Sound Recorder will do if you can't find anything better.