How to record in-game voice with PVR Rocket?

I am having problems and the company isn't very helpful, they said... 'Hold On, we will get back to you'. It's been over a week, then I called them again and got a worse response.

They said I need to use the Audio adapter when using HDMI, I said mine doesn't have one they said Hold On.

Then they said try this https://www.youtube.com/watch?v=p5QoiuKaDaw and the video uses the Red/Yellow cables (audio cable) my Xbox doesn't have. And when I said I don't have the PVR 2 I have the Rocket then they said 'it would be better to get that Xbox and PVR 2, anymore questions'.

Then I hung up, tried emailing them and got the same response.

Does anyone know how to do this or not? Should I just get an Elgato, or try the PVR 2?

My Xbox set up is this.

-1 Xbox 360 E model (it only has HDMI, no audio component, only one Headphone Jack)

-Hauppauge HD PVR Rocket

-Turtle Beaches PX22

-Laptop

-TV