E-guitar effects

Hey there,
im using n-track 5.1.1 to record stuff with my electric guitar.
Im also using this thing here :http://www.nativeinstruments.de/index.php?id=audiokontrol1_de

It includes a software which offers a lot of different guitar effects. When I plug in my guitar and choose an effect it works perfectly. Even while recording with n-track, the guitar effect is active, but when i listen to the stuff i just recorded, i notice that n-track didnt record the effects, it just recorded the guitar without the effects even though i heard them over my headphones while recording.
Sorry for the bad english, im not native. but i hope you can understand my problem. I tried using the search engine but didnt find anything similar to my problem.