What you describe sounds like an error in the product. Take it back to where you bought it and demand the problem to be fixed, or get your money back.
It might be better to buy another audio interface. I recommend the Steinberg UR series of USB audio interfaces. Very high quality build, good sound, good solid drivers, low latency and costs almost nothing. Works on Mac, Windows and iOS/class-compliant. The UR22 has MIDI I/O, separate volume controls for headphones and stereo line outputs, two mic preamps and channel 2 has an optional Hi-Z input mode for recording guitar/bass directly into the box.
To clarify: a computer audio recording system is very complex, and most of the relevant components are not mentioned here. The problem might be in many different places, and troubleshooting it through a site like this is impossible. That's why I recommend narrowing down the search and replacing the audio interface and its drivers with known good parts that "just work". I'm not saying that the Behringer Xenyx thing couldn't be made to work with any effort, but I'm suggesting it might not be worth it. I have a Xenyx 302USB, and I've used it as a simple line mixer and adjusting levels and EQ when digitizing old analog video recordings. It did seem to work for USB audio I/O at least so I could record something with it, but it's in every way a cheap device. It's a bit noisy, and IIRC there's no way to monitor only the computer's USB signal when playing live, which is a must to use computer based guitar amp simulators - and you can't get the USB audio to work with very low latencies either. Very cheap little thing, and if you are able to do something with it, it's a nice bonus.