Thing is Dynagod... the older games use Synthesized sounds. That means there's NO data to extract. It's all programming through synthesizer chips.
You should just get a Wave editor (Gold Wave, SoundForge), set your recording to be "What you Hear" or "Wav/Mp3", then hit record, and then play the game...
Come back to the editor and edit the parts you want to keep and save them as your WAV sound files.