You are experiencing "latency."
Make sure you have the latest driver for your interface, probably ASIO.
Go to the settings for your device and see what you have set for latency or buffers and try adjusting them for lower latency. Under 20Ms=good, under 10Ms=very good.
Be aware that theres a point where low latency settings can cause glitchy playback depending on your computers ability to process quickly.
More on this here under "important sound setup information":
http://www.acoustica.com/mixcraft/v6/help/index.html