How to hear a "wet" live signal

Hello everyone,
 
hope my subject doesn´t sound too dirty ;-)
I got myself the X3-Demo. I´m very impressed by the programm so far, but I have one problem that keeps my freaking out! ;-)
 
I´m using Sonar with a EMU1212 (works perfectly fine btw). I have my Guitar connected to th audio interface, made a new audio track and tried to record my stuff. I also applied a VST sound effect. Everything´s good so far, but:
How do I manage to hear the live signal with the vst effect. When I record my guitar, I only hear the clear signal. As soon as I finished the recording and playing it back, the sound is played with the effect, but only on playback, but I want to hear the effect during recording. It´very difficult to record a dirty guitar when the only thing you hear is a clean "strum strum" :-D
Don´t get my wrong: I still want the signal to be recorded clean.
 
Thanks in advance! ^^

Ahhh... I imagined it´s that easy... you just have to know wich button to press ;-)
 
Thank you very much, Kalle!