Running the POD through the FX return of an amp makes the POD a preamp and the combo is now your power amp and speaker.
First thing, no matter what DI type modeler unit you buy, make sure the amp/speaker/mic simulators are turned off. If you are running through an amp and speakers, having that on effects the sound badly. Only when going direct should you use that. Its all in the PODs manual how to do that. It shows you exactly what to do when usung the setup were talking about.
The other thing is, the amp your using it with makes a big difference. The POD is only the preamp so the power-amp and speakers is half your tone now. The better they are the better your sound. My suggestion is if you absolutely have to, sell the marshall. But if its not necassery, just buy your POD and your all set.