The input from your controller is likely fine.

I think what you are hearing is the delay between when the MIDI signal from your keyboard gets to the computer, and when the computer gets the sound created and sent out to your speakers (monitors,headphones etc).

This is called Latency and is often solved by changing the driver type to ASIO (even ASIO4ALL works for some).

The issue is how long it takes the computer to generate the sound for the MIDI data it received.
ASIO is faster for this than the normal Windows default MME drivers.

There is also a newer WAS driver that may be available to try.

Prefs-Audio .. look for the 'Audio Driver Type' drop down list.
After changing this setting you can use the Drivers button to select various options for that Driver Type.

Make your sound your own!
.. I do not work here, but the benefits are still awesome