You need to first record enable a track so you can hear what your playing/singing. That is not hitting the record button, you hit the R button next to the S & M buttons (solo/mute) that should turn red R (enabled) on the track you're about to record to.

I'm not familiar with the Delta 1010, but I think you may have to enable the M Audio ASIO driver in Nuendo. This is done in the drop down menu in the Device/Device Setup/VST Multitrack section.

Also I think you might want to move this to the digital recording forum where you might have alot more success getting a reply from dmfrench who seems to know about Steinberg products and sequencers in general.

thanks for the reply, though its a bit more complex then that :/ i hit the R button everytime i record something... yet cant hear myself through the headphones whislt recording
Spiz