Let's put it this way: Some developers want DRM for their game. Some want a protected sales channel to ensure that generally speaking, a person that has their product bought it. For those developers, Steam has crafted a pretty benign system with which to do that. GOG, works, very well, but not all companies want such an open ended supply chain. Even if they can have their own DRM layer installed, why do "your own thing" when there is an excellent alternative with market acceptance? And that's before I start discussing the other features of Steam: cloud saves, workshop, DLC integration, and the social stuff. DRM isn't always a bad thing. We just have few examples of it being done well. Steam is one of those doing it well, IMO.

The easiest way would be to use the "What you hear" recording channel available on most quality sound cards. SB Live cards have it. There is no apparent loss in quality like you would if you went through an analog source to re-record it. Hence any attempt at copy protection is broken if the sound is playable on a PC.