FX Settings difficult in Audacity

Even if Audacity can be a great sound editing tool, I'm very distrurbed by the way Audacity do things.

I'm trying to set the equalizer effect to a sound, but Audacity does't allow me to listening my setting while I'm doing it (I always have to set up first then listen a sample of what I've done).

Is there any way to modify this or is there any tool that allow to modify FX (especilally equalizer FX) in a sound file while in the FX setting ?

I'm a bit confused with plug in tools that seems to only work for midi softwares and maybe not Audacity.

Thanks in advance for your replys.