Need help making an DirectSound audio proxy

See more:

C++

Visual-Studio

DirectX

Hi All,
Basically im trying to make something the same as the below project.
Play Audio Files with DirectSound and Display its Spectrum in Real Time - Part 3


The main difference is that where he plays an mp3, wav etc file. I want to capture the Audio Output and use that instead (while still playing sound)

The basic idea is to have it display an spectrum analyzer for audio playing from any music player software.

Any ideas/help?
I've tried looking at the msdn samples but am fairly new to c++ and declaring classes so any help would be extremely useful.

Steve