Device: First version of Elgato Game Capture HD because only this one supports A/V.

As this game only supports 240p, "Component" as input in Elgato with this game doesn't work. You only get audio but no video. Solution: Use "Composite" as input. Of course, you need composite cables. Then, you put red and white in the red and white audio plug and yellow in the red video plug. You now should have video and audio signals on your desktop. However, image could be very shaky. In Elgato, choose the sledge & wrench symbol (that's settings). Then, the first option (should have the name "record"). Remove the check mark at "keep native format" (the first one). You can experiment with the other options. However part 2, image looks worse than with Component. Go again into the settings, then "image" and change "brightness" and "constrast" to values which make the image better. I chose 10 brightness and 10 contrast. I keep the other options at 0. Any questions? No problem, just ask me :)