Singer Georgia Murray demonstrates an easy way to use your VoiceLive Play for direct recording with effects into your computer's DAW. Since setting up an external USB device is different in each audio application, we suggest consulting your application's manual. Here are links to set-up instructions for a few of the most popular DAWs:
Apple Logic
http://documentation.apple.com/en/logicpro/usermanual/index.html#chapter=2%26section=5
Steinberg Cubase
http://www.steinberg.net/en/support/downloads/downloads_cubase_6.html
Ableton Live
http://www.ableton.com/articles/getting-started-1-audio-interface
Apple Garageband
http://www.dummies.com/how-to/content/using-an-audio-interface-in-garageband-in-ilife-11.html