Recording problems

I have the following setup. A windows 7 PC (Pretty good spec) A Yamaha THR5 Guitar amp with USB in/out.

I have downloaded all the latest firmware and drivers and the latest version of audacity. When I play my guitar it come sout of the speaker on the amp fine and the connection to the PC is ok as I can adjust the settings and affects via the PC. When I record the guitar its comes out of the speaker fine but when i playback what i ahve recorded no sound comes out other than the odd split second blip of my guitar playing. I have spent hours trying to sort this out can anyone point me in the right direction?

Thanks
Chris

You do have blue waves and the green sound meters do jump, right?

http://kozco.com/tech/audacity/Audacity1_playback.jpg

Does it start working if you disconnect the guitar amp USB?

Windows sometimes has a wacky idea of where to send sound and it’s not always your computer speakers.

Click on the device toolbar and make sure it’s set correctly.

http://manual.audacityteam.org/o/man/device_toolbar.html

Koz