So you were trying to use the Korg as an effects module ?

I have not heard of people doing that before but I can imagine a few pitfalls.

I imagine that the problem is either: Not enough signal coming out of the pod (you could try increasing the amount of signal coming out of the Aux out OR the gain staging in the korg is screwed up (like a fader is turned down)

DOn't know if I have been any help, you could always try :

http://www.korgstudios.com