Dry guitar recording with cakewalk 2003 and guitar rig 4

Hi ya folks,
 
Sorry for this newbie Question but when i use my guitar rig 4 pro with my cakewalk 2003 i get dry guitar recording even if its dirty live. When i use my Boss gs10 i get the dirty sound recorded as is...
How can i record the dirty (live sound, or the processed with distortion) in guitar rig 4 pro..Is it a etting in cakewalk or guitar rig.
 
Regards