What OS version are you using? Are you using the built in audio interface? Is it a laptop or desktop computer?
You will get much better latency by using ASIO drivers. ASIO4all is a free driver for those computer audio interfaces that don’t have native ASIO support.
I am using windows 7 on an HP Pavilion Desktop. 6 Gigs Memory, 64 bit, QuadCore Processor. I only have the Roland USB to midi cable (was about $40-50). I will check into ASIO. I remember seeing that setting somewhere. Thanks.