Hi!
First of all you'll have to see that if your sound card is Full
Duplex or not.
If it is Full Duplex then it can play more than one sound
applications at once.
Sometimes a problem arises that your sound card is Full Duplex but
it does not play songs with any guitar application. This problem is
due to the sound card drivers. Try to install different drivers
until you get your problem solved.
I had the same case, as I dont have any guitar gear, I only use
different software with my guitar for amplification and effects. But
after trying many drivers for a full duplex sound card I have
overcome the problem.

Regards
Shahzad Aijaz