Rather than playing sound with the built-in sound card, you can record sound played by the audio device when you purchase an additional USB audio device. For example, if your additional USB audio device is a Scarlett 2i2 USB,

1) Click the Sounds item in Control Panel.

2) Click to bring up the window below and you will see the newly connected USB audio device in the Playback tab.

Select the USB audio device and click "Set as Default".

You can see it is set as default device.

Now, the sound played by the system is played by the device, and the sound from the device is recorded when recording from oCam.