Why?
To record a mix your computer has to digitise an incoming analog signal, which requires an AD converter and processor speed enough to covert the signal into the required format (16/44100)
If you are recording a mix you are sending four signals out of your computer through a soundcard (2 stereo signals) which are then being mixed through an analog mixer, the output of which is essentially a new audio signal. To record a mix you have to route the output of your mixer through an AD converter and tell your computer to encode it and make a digital file from the incoming signal.
Same goes for video. You can buy a TV card for your computer for $50, but that doesn't mean you can record telly at great quality. you will need a video card to capture each frame at your required resolution in realtime, and that usually takes an additional graphics card or ferocious processor to accommodate.
Having had a dig about looks like most soundcards are full duplex now so its a little irrelevant, but basically you can't record what you can hear unless you soundcard supports that feature.
http://support.microsoft.com/kb/273883