when recording with midi, why is there delay from when you hit the keys and to...

[Optimus Prime]

...when it writes? How do I fix it? In Reason (propellerhead software) and in Cubase, whenever I'm playing something, there is a half a second delay from when I hit the key and from when it sounds/records. I'm using a micro korg. plzzzzzzzzzz helppppppppppppppp