If you want to save the recording as an mp3 file you will also need the LAME encoder add-on for Audacity.
To record audio from internet you set the source in Audacity to 'stereo mix'. On my system I find that this is very sensitive so you may need to do a few practice sessions to get an appropriate setting for the record level.
You should be OK then. Norton AV can interfere with Audacity during recording unless you take steps to prevent it.
If you have no Norton then things should go fine.