Martin,
Did you install ASIO4ALL? The reason I ask is because I'm not sure that the ASIO drivers that come with soundcards always work. I know that my Creative ASIO doesn't work with Reaper but ASIO4ALL does.
To be honest, it's really persevering with a DAW. That being said, it does take time and effort and, if you are seeking instantaneous results, I can appreciate the frustration.
When I set up Reaper, I did nothing special at all. I simply installed ASIO4ALL, then installed Reaper and it all worked. Mind you, it was all very very confusing to start with

Regards,
Noel