..it depends how the audio is connected to the arduino analog input. When you are using a capacitor, the negative "halfvawes" are below zero, thus you read zero. Try to keep the analog input in the middle of the analog range - ie with two 10kohm resistors - connect first from gnd to the analog input and the second one from the analog input to +5V (provided you have 5V arduino). Then, when connecting your audio via capacitor, the values will be between 0 and 1023, with 511 if no sound there (all shall work fine when input not overloaded - do not make too much noise) 
PS - overloading - you may see your signal does fit into the adc when you see only very few "0" and "1023" values, better none..
