Most ASIO hardware drivers for Windows do not support multiple client applications to send audio at the same time. This can be a problem, if you want to run the Synfire Audio Engine and a DAW at the same time and only have a single audio interface hardware connected.
Charlie Steinberg built a multi client ASIO proxy that you should try. The proxy hooks between your hardware's ASIO driver and multiple applications that want to send audio output
Original Announcement:
http://www.steinberg.net/forums/viewtopic.php?f=34&t=48
Karl Steinberg's Site:
http://www.vidance.com/asiomulti/asiomulti.html
Video showing how to set it up:
http://www.youtube.com/watch?v=8IRditxhkk8
Recommendations from user 'Pauli Zwo', who also provded the above links:
Note that it does not work with 64bit hosts (like Reaper x64). Make also sure that you disable "Auto close device" in your host.