Recording with Fx plugins !

Hi everyone,
I am currently using Sonar X2 for recording my Vocals and Mixing ! When recording, with using the my audio interface with built in preamp, I need a Fx compressor - the sonitus compressor in Sonar. But by enabling the eq and compression while recording, It seemed like it captured and record the sounds. I expect when playing back after done with the recording, the sound changes after I bypass the effects using while recording ? Why is this ? I expect what I hear with the effects during recording is fixed ! But Why ? Before, I used cubase 5 for recording with live effects, after done recording, the sounds remains the same! Please help, how do I use FX plugins inserting while recording. Thanks so much ! 

When you record ONLY the signal going into your interface is sent to the hard disk.  Any FX you have added are applied to the sound you hear..  

When you play back your recording the FX will still be there unless you've removed them from the FX bin.   This is the best way to work, it allows you to change your mind about the  FX without having to delete and re-record what could have been your only good take...