I am new to this so this may be a dumb question. (you can laugh everyone else does

) I just purchased a Untralite to work with Logix Express and my MacBook Pro. I can record my vocal and guitar but the headphones will only work on playback. Is there a way to hear what I am recording as I record?
I am sure it is a setting but I have changed just about everything. Thanks a bunch
Denald