I just bought an Earthquaker Afterneath pedal, which I'm trying to connect to my UR22 interface, so I can use the external effect in Ableton. The pedals output goes into one of the interface's inputs, and one of the interface's outputs goes into the pedals input, but once I insert an external audio effect into an Ableton track and select the appropriate in/out channels, I get a horrible, high pitched repeating noise. I assume it's some kind of feedback loop, but I have no idea to get rid of it. The official Ableton page says this is the correct way of connecting a guitar pedal into Ableton, but this doesn't seem to be working.

Anyone with experience doing this has any idea on how to make this work?