WebCam Monitor will record audio from your webcam unless the audio is disabled.
Remote Desktop disables audio in the default configuration. Start Remote Desktop and click the Options pull down in the bottom left of the connection screen. Click on the Local Resources tab and click on 'Settings for Remote Audio'. Change the remote audio to play on remote computer. You should now be able to capture audio.
There are several alternative to Remote Desktop such as TeamViewer, VNC, or LogMeIn that do not interfere with audio.