Congratulations!!! You have just entered the world of latency
I can make this a super long post but I'll start off basic until I know exactly how we can help you.
First - Drivers and communication between your computer and keyboard. You should look into using ASIO drivers and not windows drivers.
http://www.asio4all.com/
Direct Draw and WMD drivers have too many protocols to deal with. I have only seen very few examples where the ASIO drivers didn't help or didn't work.
Second - MIDI can be transmitted through USB fairly well as it isn't too bad on bandwith (after all, MIDI is just simple number commands). However, if you are using memory intensive applications (like Cubase - even though it is the free version), the computer starts to lag with all the functions it has to process. Two things to think about here - How good is your computer and how much work are you throwing into that program (in this case Cubase). Also, USB isn't going to cut it if you decide to record analog signals from your board into your computer - just too much bandwidth for the USB to handle. Which leads me to...
Third - If you are having problems now, I can guarantee they won't get better as you expand your setup and operations (recording more tracks, triggering more samples, etc.). Eventually you will have to start looking at outboard DSP devices like Presonus, Digidesign, Mackie Onyx, etc. and running firewire.
Having said all that, when you download ASIO drivers, you need to set a sample/buffer rate. This can be tricky but not too bad. Here's basically how it works. If you record at 96,000 khz then you need to have enough buffer for the computer to catch up. The more buffers, the more you lag (latency) but the cleaner the sound. As you lessen the buffers your latency improves but, if don't have enough buffers then you will start to hear pops and static as your computer isn't translating the entire signal correctly.
These are just the basics. It works, for the most part, the same for MIDI as well as analog audio. MIDI is more forgiving as it is only receiving and sending numbers to your keyboard. These principles apply both to Mac and PC. Both platforms have their advantages and disadvantages so I wouldn't worry too much about that. Ideally, you want to get your latency to 15ms or less.
This is the reason why I won't use a computer live to trigger samples (and the very real scare of a computer error and shut down in the middle of a song too!!). Computers are great for recording, mixing, working with samples and even arranging but you have fight too much for anything beyond that. Latency used to be a sever problem but as computers and drivers and outboard equipment has gotten better, so also have the latency issues. See if this helps and if not we'll see if theres some other options to try and get you up and running!!
