[Solved] Is this a latency issue?

Hi all
I have an M Audio which has its own control panel when i set the audio driver to ASIO.   If I play say Do Ray ME Fa on my keyboard, it sounds fine.  If i record this however and play it back, it sounds like Im hitting Do Ray Me and Fa nearly all at the same time. 
In the M Audios control aplet, there is a slider named Preferred Buffer Size.  Ive dragged this completely to the left and then right but no joy in getting the notes to record as played.   Am I looking in the wrong area?  Does this problem have anything at all to do with buffers?  
Thanks guys.  

Are you triggering external synths/sound modules or soft synths in Sonar? Also, what is your keyboard model, and is it connected via USB or through your M Audio interface?

Hi lads
sorry for the delay in replying.  Lets go through the above tips.  
hi Greg.  Im not sure how to check the sampling rate to be honest.
Hi Josh.  These are the built in synths in Sonar.  My trigger KB has no USB connections.  It's very old.  I'm using midi cables.
Hey WD.  I'll need to read up on auto quantize to see how this is set or how to turn it off etc.
Thanks guys :)

Hi folks. Quick update.
WDI I think you might have cracked it.  When I press "I" and look at the inspector, there is a column on the right which has more items than the inspector of an audio track.  It has an apreggiator settings panel plus...tadah....an input quantize section.This has a drop down list allowing you to select whole notes, 1/2 notes, 1/4 notes and so on.  I noticed that as I selected smaller fractions the sound improved.  In other words selecting "whole" notes made the problem worse. I have it now set to 1/128 notes and it's made a huge improvement. 
Thanks for the help guys.  As always, grade A forum  :) 
 

You can also turn off input quantize which should play the notes back as played, or at least as close as Sonar can play them back. Midi is always going to be somewhat quantized, I guess, by tick value.

When Input Quantize is enabled the record arming button on that track will show a Q when enabled. If you're not seeing the Q, it's off, and any timing alteration from as-played is either due to something else or is in your head. If I were you, I'd set it back to 16ths, disable it, and check again. You don't want to be quantizing everything, even if it's only to 128ths or 128th triplets. At fine resolutions, notes played just barely off the intended time can get quantized in the wrong direction, making things worse.