What model Behringer do you have?
I asked because a lot of the Xenyx mixers suffer from a major design fault where the USB out from the computer to the mixer can only be routed to the mixer main output--which, of course is exactly what's routed back into the computer for recording.
Behringer have come out with a slightly changed model range (the numbers start with the letter Q) that fixes this problem but alas, as far as I know, the problem is not solvable with the original series. I know some people have tried doing their monitoring via the computer's built in sound card but this can cause all sorts of driver and latency issues unless you're very luck.