I record myself playing along with drumless tracks on my laptop. I run my modules into a mixer, and the USB output from that into my laptop.
I use cheap software to record it. (Audacity.) It's not much for tweaking the drums/sound after recording, but for what I want, it works great.
Saves them as .mp3's, and then you can do whatever you want with them.
I've never done it without my laptop, though.
Regards,
J