I have a relatively cheap (50€) USB device that has an input for the guitar and output for an amp.
So you can connect your guitar to it and then have it play that and some backtrack playing on the computer being sent through the output to your amp.
Alternatively you can use your PC/Mac speakers as output, or use headphones.

Given the price there isn't any decent effects software bundled with it (most of the stuff are demo and/or limited editions but you can always get your Software later if you want to go in that direction.

I think it's a good price/value to have cheap digital recording as well as being able to combine your playing with background music.

I'll try to find the exact make and model once I'm back home.