How do I get 'Stereo Mix' or 'Wave Out' on Windows XP?

I have a Dell Windows XP Pro laptop. And I downloaded Audacity but it can't record the speakers because I don't have Stereo Mix or Wave Out. I already tried to open the Volume Control, going to "Properties", then choosing "Record" to uncheck Stereo Mix or Wave Out, but I don't see them there! Is there any way to get 'Stereo Mix' or 'Wave Out'?