No sound

I have a MacBook Pro, the latest version, Intel i5 dual core and 4 GB RAM. Cubase version is Essential 5. I use for now a Behringer UCG102 guitar interface.
I have been surfing forums and done exactly as the manual says.
If I in the Device Setup VST Audio System choose Built In Audio I get sound out but no signal in from my guitar. If I choose USB Audio Codec instead, I get the signal from guitar in but no sound out.
What am I doing wrong?

Did you set up the device in Core Audio? What are your speakers connected to?


I got it all working now. It turned out that I had to set all in and outputs (in Cubase and the Mac) on USB Audio Codec and then plug the earphones into the USB guitar interface. Not that intuitive in my meaning.
Now I another another problem. i will post it under No midi ports.