The ATmega328P processor has an EESAVE fuse which controls this behavior. To change the value of this fuse you will need an ICSP (in-circuit serial programmer) which connects to the 2x3 pin header next to the microprocessor. I like Atmel's ATAVRISP2 programmer which, at $35, is not the least expensive solution but it's never let me down across all types of Atmel's processors. You would then use Atmel's AVR Studio (or AVRDUDE by itself if you're comfortable mucking with fuses at the command line) to connect to the processor using the ATAVRISP2, change the EESAVE fuse, and then you should be all set.
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The Rugged Audio Shield: Line In, Mic In, Headphone Out, microSD socket, potentiometer, play/record WAV files