You are probably referring to 'Stereo mix' or 'Record what you hear' depending on the audio device You could try using the 'Record> Classic Wave Driver' in Sound Forge You should first confirm the input mode in Windows sound settings. The Realtek interface usually list it as "Stereo Mix". I do not know it any of this will work in Sound Forge-3, which I used on the Windows 95 PC about a hundred years ago .. or so it seems.
Sorry, the Sound Forge is Cleaning Lab 3 and is not that old. There is a Cleaning Lab 4 out but I haven't got it. 3 works fine except for the 'Records Output' which just stopped working, I can select it but it will not record anything. I tried to record a piece of old music: Jack Stillman's Orchestra - That's My Girl, if you want to try. I have used it in the past so I know it used to work.