While playing a sound in my DAW software, there is a “delay”.. what is to do?

This is not a problem of the MIDI keyboard, it is a problem of your soundcard or your audio interface. In most music software you can use an ASIO driver, which is provided to reduce the latency (delay) of your soundcard. In a fast system you can reduce the latencies to under 10 ms, and you cannot hear the delay anymore.
In the download section of our homepage you can find good working ASIO drivers for the Miditech audio interfaces. The team who developed the Miditech ASIO drivers is a team of specialists, which has developed the drivers for many USB audio interfaces distributed for example by Tascam, Alesis, Numark, Steinberg, Terratec and Yamaha.
A good working universal ASIO driver, which works with most onboard soundcards, you can find on www.asio4all.de!