Most sound cards have settings that allow you to select to record outgoing sounds. Run sndvol32.exe (I think that's its name). Click on Options and then Properties, and then where you have a choice between Playback and Recording, select Recording.

Then in the box below select...everything that sounds relavent. Click OK, and you should have a new menu. Select a device with a name like "Wave Out" or something along those lines. If all else fails...try something like "Master" or something. This will enable you to record anything that is sent to be played through the speakers. Then in any good recording program (the Cool Edit series is one of my favorites), record, go into Jazz2, select to Mute music and turn the SoundFX all the way up. Then, play the game, doing the certain things you want to have sounds of. Exit Jazz2, stop recording, and you should have recordings of the sounds in very good quality.