For other forum members,
+++ TH-U +++ is an amplifier simulator application by Overloud.
Book Lung,
Band-in-a-Box does not offer direct monitoring. Direct monitoring is the ability to playback your guitar audio and Band-in-a-Box generated audio in real time.
What are you using to get your guitar signal into your computer and into TH-U or Band-in-a-Box?
To hear both your guitar audio and Band-in-a-Box audio in real time you will need an external hardware device such as an audio interface or mixer.
In either case the external device must be capable of receiving the stereo (two channel) output of your computer and the mono (one channel) output of your guitar.
The external hardware device will also need to offer input monitoring. Input monitoring is the ability to playback the audio from both computer and external (keyboard, guitar, bass or microphone) devices at the same time.
Many audio interfaces include a headphone jack where you can hear the audio from the computer, your guitar or both. It takes time for audio to go from your guitar, through the audio interface and then through the computer. That's called latency. Audio interfaces delay the guitar audio so it matches the computer audio.
If you use a mixer the computer audio and guitar audio arrive at the same time so there is no time delay. But any guitar audio you record will be late compared to the computer audio.
You can create your song in Band-in-a-Box, export the tracks as AIF files. Import the tracks into GarageBand and playback the BiaB tracks while you record your guitar.