I'm guessing that you have a parallel effects loop. This type of effects loop mixes the dry signal with whatever effects are in the loop.
A series effects loop, on the other hand, replaces the dry signal with whatever effects are in the loop.
Delay effects work better with a parallel loop but modulation effects work better in a series loop (or between guitar and amp, as you discovered.)
Some amps give you the ability to switch the type of effects loop, but others are 'hard-wired' one way or the other.
If you are stuck with a parallel effects loop then your best bet is running ModFactor between guitar and amp.
-Alan
