Even tho a lot of people do use pass-thru without problems, I still think it is worthwhile to get an internal capture card in your computer.  Mine is a clunky old Pinnacle caspture card that I got over six years ago and it still hums along with no problems.  The cables are permanently plugged in and hang out the front of my computer desk so that they are ready for anything I want to hook up.  Very handy, very reliable.