Problems with Guitar Rig 4

When I try to record my guitar using Audacity and adding effects with Guitar Rig 4 at the same time, this message appears:

If Guitar Rig is off, there no problem.
My sound card is a Lexicon Alpha.

Audacity does not support real time effects plug-ins.

There are workarounds for example by running Guitar Rig in a VST host then set Audacity to record the host’s output. For example you could try .