Feedback when using Input Echo and Gtr Rig plugin

I'm sure this is a dumb question because I imagine I've got something hooked up or set incorrectly.....I just wanted to admit that up front.    I have played around with and researched this problem for a while and cannot find the answer.  Hopefully someone here can help.
 
What I'm doing... electric guitar plugged into DI which is plugged into an XLR input channel on a Mackie 1402 (in this case, channel 1).    The output of the Mackie is going into a Delta 1010 card into my PC, into Sonar Platinum.   I'm using the Control Room outputs on the Mackie into channel 1 and 2 on the Delta (I've also tried the insert outs).  So far so good.
I've added a single audio track and set the (stereo) input from the Delta and I get a clean signal.   I add an instance of Guitar Rig 5 plugin.  When I record, I obviously get a clean signal which plays back fine.  And when I add in GR, I get the sounds that I select when the recorded track is played back.    
 
The problem is I want to hear this sound while I'm recording.    I know (I think) that the incoming guitar signal records clean so that I can change effects (GR and otherwise) as I need to, but I also know (I think) that while recording clean, you should be able to monitor the current amp and effects selected in GR. 
 
The answer I think is to select the "Input Echo" button on the track.   But...when I do this, I immediately get nasty feedback. 
 
The output of the Delta (channel 1 and 2) is coming in to channel 7/8 line in on the Mackie 1402.  When this fader moves up, the feedback screams (J Hendrix would be proud). 
 
What am I missing?
Thanks
Roger