I just bought a UFX (to use with Cubase 6 on a PC) and have got it mostly set up, I think, except that I have one question about how to set up direct monitoring. 

In Cubase, I’ve checked the direct monitoring box in the Devices setup.  My question: is that all that I have to do in order to enable direct monitoring, or is there also something that I need to do in the TotalMix software to switch it on? I haven’t been able to find anything in TotalMix that mentions it.  (Just to be clear, I think I’ve got everything else routed correctly in TotalMix to record and playback.)