help a n00b plz - listen to fx before recording

I'm new to cakewalk/sonar LE. I used to use protools and switched (I now have a ua-25ex interface w/ sonar 6 LE) because i didnt like the fact that I could not apply an fx before i record audio on protools.

for example if I want to add crunch to my guitar, I would have to record the guitar audio first, then add an fx. 
I saw that w/ cakewalk, you can add fx to a track before you record it but you cannot listen to the added fx as you are recording. 
so, using the same example, I can apply a crunch before I record the guitar audio, but cannot listen to the crunchiness as I record... only after it is done recording and i hit play. 

My question is - is there any way I can listen to an fx AS i am recording? 

my friend has fruity loops and used autotune as he recorded (and could listen to it as he recorded) with my interface. So, I know it's possible with my interface. There must be some way to do the same on Sonar.

I would appreciate any help. =)

On the track controls there is a button called "Input Echo".  If you have your latency set low on the audio driver, then you can enable "Input Echo" on your guitar track.  This causes the digitized signal of the guitar from the UA-25ex to be fed through the SONAR mixing structure and allow effects to be applied to it and fed back out the main audio outputs of the UA-25ex.  Thus, you will hear your guitar with the effects applied in realtime--again, you will want to have your latency set pretty low in order to not be frustrated with latency delay while you play.

Be aware, that even though you here the guitar with effects live through the "Input Echo" feature of SONAR, SONAR is still recording the guitar signal dry without effects into the track buffer.  But when you play back you'll still hear the effect just like you do when live.  The cool thing about this is that you can change the effect for a different one if you desire--even after you've played.  If you want to make the effect permanent just apply the effect "offline" from the menu.