Hello and welcome.
I'd say this probably goes back to audio setup. Have you set up your audio devices and drivers correctly under Preferences?
If you don't know what I'm talking about, try the user guide, there's a section on setting up audio. You can grab it here (scroll down page for links)
http://reaper.fm/download.php
Also, I suspect that for questions like this, you might get more responses if you post in the newbieland forum.
Good luck!