Thank you for your quick response, but, as I said, I remember to monitor FX's on real time on VST by just pluging a microphone and starting to play effects with my voice, choosing any effect, anytime.
By the other hand, I solved my latency problem yesterday by setting the buffer size to 128 samples, which is a reliable latency and it does not induce the nasty clicks and pops, so I think I could monitor FX's (in case I can do it) without any latency problem. If I can do it, and I get pops, I will set the buffer size to a higher one.
I think it is important to monitor effects while recording. For example, if you want to play a solo in your guitar with a delay or echo (done in SX) , it is good to monitor the frequency that delay or echo is given to adjust your tempo to the effect's one.
Again, txs a lot.