What input connector are you using? What software are you running on the computer? What audio driver?
What input level are you running at? Your input to the computer should not exceed -12dB normally and never hit 0dB. There should be no gain between the input and NINJAM.
You should monitor - on headphones, to avoid feedback, which you can get from the guitar pickup - to hear what you sound like (and whether you're playing to the click, of course).
Oh, and
read the thread at the top of the forum, as well.