recording with fx unit

hi.i just hooked up my zoom effects unit using the effects send/return on my Tascam 4 track. it works beautifuly but ive i come across a problem and any help would be appreciated.

For some reason the effects arnt going into the actual recording. for example..when i play back a recording that i used effects with, the effects can still be adjusted or removed durng playback. Surley the effects should stay as recorded.

why is this happening?

thanks

steve