Haha! Grabbed your attention with that intriguing threat title, didn't I?

Alright. I've got this old game with some extremely cool music. The game is called Sky Roads, and it rocks. Anyway, I want to get the music from that game as mp3's, so I can listen to the music without playing the game.

How is that possible? Is there a program I can use to record the music or somethin'?

(PS: I'm assuming this isn't illegal since I don't plan to distribute the music, and it's purely for private use)