HELP! ISSUE WITH MIDI

Can anyone please advise? I have my Tyros 2 MIDI-linked to Sonar X1 Producer via USB. There is definitely a connection, I can choose different sounds and then play them using the Tyros. Trouble is, there is a short, but crucial, delay between me playing a note and hearing it. It seems to register immediately on the volume gauge in X1, but doesn't sound until a second later. I have tried all the settings I can think of to put this right, but nothing makes any difference of any kind. Your advice would be hugely appreciated.
 

The USB lead from the Tyros is connected to a USB port on the PC. Don't think I can put it through my Edirol UA4FX external sound card. So it looks like (Control Panel - Sound - Playback) that I'll be using NVidia High Definition Audio. Is that likely to be right (this is fairly new to me)? But I can find no access to ASIO drivers, or anything else come to that. I have looked within Sonar and tried some tweaking, but it has no effect, positive or negative.

And I would use your Edirol for the Tyros (playback and recording).
 

It definitely sounds like latency.  Post your specs and ASIO settings for your Eridol.  I am sure that someone here can get you sorted out.

 
Do you have monitors hooked up to your Edirol UA4FX to output your audio to ?  I suggest you keep your keyboard on usb direct in, then output your audio through your Edirol to your monitors.  You'll have to select the Edirol in your Preferences in Sonar.
 

The current set-up is:
1: Am using the Tyros as a controller. Have switched off the internal clock
2: In Sonar, input is shown as being the Tyros. Output is through Microsoft GS Wavetable Synth (I tried using the Edirol, but could hear nothing)
3: Track settings show Midi Channel 1, then whatever instrument voice I choose
The delay is still there. Am tearing my hair out trying to get this to work. Any further advice would be hugely appreciated. If I can master this, I can avoid the need for a new music keyboard, which I can't afford anyway (my Tyros is working perfectly, but I am bored with using the same sounds all the time).
Thankyou to everyone.

I suspect that my lack of knowledge and understanding of midi is not helping.
I have set Edirol as the output, disconnected the Tyros audio from the Edirol, and inserted a soft synth... for this example, Roland Groovesynth. Then I choose a voice - but the results are a looped version of the voice. Thing is, I can only hear this if I choose the soft synth itself as the output (within the ProChannel screen in Sonar). If this is set to Edirol, I hear nothing. The Arpeggiator within the ProChannel is switched off, as is the Input Echo.
I am totally baffled (and the fact that the Tyros keeps losing the midi settings I have selected is not helping).

https://www.youtube.com/watch?v=w7YvO-LXXts
 

Have tried everything, but without any joy. If anyone has any further ideas, I will gladly accept them. And thanks to those who have helped so far... very much appreciated.

The Edirol is indeed hooked up to speakers. Yet when I select is as the output, I hear nothing. Believe me, this is driving me insane! 
Would I be better off buying a dedicated MIDI lead? And maybe a MIDI controller keyboard? This set-up certainly isn't working.

Before you spend money on a new controller, make sure you've been through all the details of your set-up.  Have you used the Cakewalk troubleshooter for audio configuration problems?  http://www.cakewalk.com/Documentation?product=SONAR&language=3&help=0x18909.  
 
Next, remember that MIDI and AUDIO are really different issues.  You use the MIDI to control sound generators and effects.  When you've installed a VST or DXi instrument (like Cakewalk's TTS-1) as a simple instrument track (start with that setting) you should be able to choose Tyrol channel 1 as your input, but if you leave the channel blank or set it to OMNI that will also work.  Does Tyros show up as an input source?  That means that it will send control signals to MIDI.
 
SONAR routes the MIDI to the plug-in instrument, TTS-1 or whatever you've chosen.  This is why you should see the intrument's meters jump when you play.  If you do, compare the instrument's meters to the track's meters.  They should more or less match.  If so, you're on the right track. (Sorry about the pun.)
 
Now, take a look at the track's output options.  The choices here should include your Edirol sound card as well as routing choices (e.g. new bus, patch point, etc.).   Choose your Edirol sound card.  If you have used this card with your current speakers without distortion before now, you probably have your hardware connected properly.  If you have too much delay or distortion, it probably has to do with your audio driver settings.
 
For this part, you'll be editing preferences under the Edit menu.  (Shortcut to this screen is the P key.)   Looking under Audio, let's work from the top down.  On the Devices page, you should see your Edirol card listed under Output drivers and it should be checked to show that you want to use it.  Does it show up?  Click apply before changing screens.
 
Under Driver Settings, your Edirol card should show up at the top of the window.  Your bit depth can be set to 16 and your sampling rate can be 44100 for now.  Look under mixing latency to see what your buffer size and mixing latency are.  On the system I'm using these happen to be 4 buffers in the playback queue and 90msecs Effective latency at 44.1k/stereo.  The slider should be set toward the left, but there are a few plugins that don't play nicely with extremely low settings.  Mine is just to the right of the word "fast," so very close to the left.  While on this page, if you've made any changes to these values, it's a good idea to click the Wave Profiler button.  Based on your audio card some settings will and some won't be supported; this is normal. Click Apply before going  forward.
 
Under playback/recording, there will be a variety of audio drivers to choose from.  Generally, the best (as you've heard) is the ASIO, but you have to go with one that your audio card supports.  WDM is the most universally compatible, but generally the lowest performance.  Click Apply.
 
Finally, look under audio for a screen called "Sync and Caching".  If it doesn't show, it's because you are only listing basic settings.  At the bottom of the preferences window, click Advanced and it will show up.  There probably aren't any problems with this page, but look at the bottom of the screen to see if Record Latency shows anything but the name of the driver you are using (ASIO?  WDM?) On some systems, it will show MME because that's used on Windows.  Verify that this manual offset is 0 as any other value will introduce delay.  Click Apply if you made any changes here.
 
Finally, before closing the preference dialog, go to playback and recording under MIDI.  I only suggest these changes because of the delay and distortion you've experienced.  Under playback, set Prepare Using to about 30% more than the effective latency number.  My effective latency was 90, so I set this value at 125, but your numbers might be different. Also clear the checkmark before Always Echo Current Midi Track.  It's possible you are double triggering; a problem that sometimes distorts the sound.  Click Apply.
 
Now, please tell me that it seems to be working.  If not, I'm pretty sure you have a Edirol driver compatibility problem (as was stated before) and working through the driver options at http://roland.com/support/article/?q=downloads&p=UA-4FX (Thanks Zargg71!) I don't know what Win OS you are using, but I'm guessing that the 8/8.1 version released 10/21/13 would be the right one.  Roland has not updated all of its drivers for Win 10.
 
Let me know how it goes.  I've been through these issues enough that I can really relate when I hear frustration in people's posts.
 
Rick
 
 

One other thing: the project is in the Normal template, and I have just spotted that my Tyros is sending signals to track 2, named MIDI. But not to the soft synths. Does this make sense to anyone???
 

"You will need a softsynth routed to the MIDI track the Tyros is communicating with."
 
How do I do that?

May I ask: do you load the Normal template? I am confused: does Track 1 have to be a midi track itself? Also, I cannot emulate Right click, and choose insert SoftSynth. Where exactly do you right-click?
Sorry if I come across as clueless - but when it comes to midi, I am.

I have done that, but there is no FX bin to click in. Wish I could post a screenshot to show you. Also, can this ultimately be achieved within an existing project... e.g. I am near completion of a demo and want to add something using MIDI.
Mark