When recording...

[Jeff]

Ok, this may sound like a newbish question but here goes:

When you are recording via a computer or whatever else, how does a guitarist send a signal to the computer or board, and still hear himself play? With a computer, I usually go from the headphone jack of my amp, but sometimes that gives an undesired tone, and I can only hear out of the computer speakers. The other way is to use a jack on my processor, but I haven't tried that yet because I don't really like the processor.

Do you just chain up your effects then go directly into the recording device, or is there some other way?

Thanks