If you plan on using Native Instruments' Guitar Rig 3 without a sound card or Rig Kontrol, keep in mind that beginning in Mac OS X 10.4, Apple changed the way you access its built-in audio settings, and you may need to set up an aggregate device. Here's how:
From the Utilities Folder, launch Audio MIDI Setup.
From the drop-down list labeled Audio, choose Create Aggregate Device.
Press + in the dialog box that comes up to create a new entry.
Rename the new entry to "Guitar Rig" by double-clicking in the text field for Aggregate Device.
In the USE column, check Built-In Inputs and Built-in Outputs.
When you are done, press the DONE button and quit Audio MIDI Setup.
Launch Guitar Rig and open the Audio and MIDI Settings. Select the aggregate device Guitar Rig that you just created.