Whats the deal with this input echo?

Hi Guys, Complete noob to this forum, but im quite familiar with the layout. My question is this, Im using Sonar Producer 8, and i've connected my Roland PC-180A keyboard controller. I've configured it enough with whole input and output shebangabang, but I cant understand why I need Input echo: ON, To be able to hear the sound. Is there a way that I can hear what im playing without an echo? Thanks in advance. Damo