How do I add "Wave Sound" to the menu in Insert Object?

I would like to add audio to my Word 2010 documents but when I select the Insert tab>Object, under the Create New tab in the Object window under Object type:, I don't have a selection for Wave Sound or any other audio sound selection.

Is there a way I can add that to the choices listed under the Object type: area?

I realize I can create a sound file and add it later by selecting the Create from File in that Object window and browsing for it, but I'd rather try just selecting Wave Sound or something similar under the Create New tab in the Object window and recording what I want right then.

I have sound capabilities on this Asus Z97-A mobo and I have a working Blue Yeti mic.
My Sound Recorder also works.
Running Windows 7 Pro 64Bit

Thanks for any help or suggestions.

Hi Ranger4.
I found that Web site but if you scroll down and look at the 3rd image down in Method #1, you can see Wave Sound highlighted, and that is what I don't have in my list of selections. I don't have any selections that even resemble a wave sound, or anything similar.

I was hoping there was a way to add it to the list so I could then select it.

Thanks for the reply but my sound recorder works. I use my Blue Yeti to talk through and record what I'm saying with that.

It looks like I'll just have to create a sound file and import it into a Word document.

Thanks for the help though.