Exactly, I'm talking about recording (like wave or MP3, no tracking) is not possible to a module. Not about recording it to a wave and using it as a sample in module tracking, that's possible, but it's definitely not worth it compared to the solution below.
As told before you can use the modules on the earlier specified link to make some personal recording project (if you want to manually "convert" the music to MP3, oh by the way that job is already done at the link - MP3 downloads ready to go). It's stupid to do it from the game when you can do it from modules. Games usually also have sound effects which can disturb recordings. Modules are clean music pieces with no shooting blaster sounds.
You were talking about recording the music to for example MP3, so you could listen to it outside the game (before you know that there were modules on the link), right?