Ok, so I've had my UX-1 for about a month now and still haven't figured out how to record with it. I've been recommended reaper and audacity which I both have installed, but I haven't figured out how to record using my guitar yet using them or where I change the settings in them. Also, I use the effects in POD Farm for the most part.

What I want to do is play over a song while recording myself. Is this possible or do I have to record myself, then put it over the original song later? Any help plz?
You have to set the record device. In XP you can do that though the control panel and set the default record device. But you probably need to set the record device in the DAW app. Look for the preferences/audio or something like that.

In Audacity it's....

Menu -> Edit/Preferences/Audio I/O/Recording
I got the part with Audacity, but I don't know where to go to set my UX1 as the default device. I have Windows 7 btw, so it maybe a bit different.
If you set it to the UX1 in Audacity then it will override the Windows default device. Same with any DAW.

Control Panel->Sound->Recording is where you set it in Win 7.