Latency is cause by two things, audio setting and certain plug-ins. I would imagine in this case, the problem is your audio settings. Unfortunately using the built-in sound chip practically guarantees high latency. Getting an interface designed for DAW use is the solution. In the interim you could try ASI04ALL a wrapper for your existing audio driver. It has been reported to improve performance of internal sound chips.

As Scook said, yes....
 
With a factory card... usually a cheap chip on a motherboard.... latency is high.... half a second is not unusual.
 
You can experiment with the various driver modes..... MME usually works OK.... you can also try ASIO4ALL to see if it will do any better.... it's basically trying to fool the software and sound chip into working together.....
 
You can adjust the latency settings and buffers... to see if that helps.....
 
But the ultimate solution that works best is to purchase a USB external sound card/ musical interface and set it up as the sound card for the studio software. It's what all of us here who record on a regular basis have done.
 
AMD, I don't believe is the cause of the problems..... get a good interface and I think you will see that to be true. Most music stores allow a 30 or 45 day no questions asked full refund so get an interface and set it up using ASIO drivers and I think you will be pleasantly surprised at the AMD system
 
As a work around.... try muting the track output so you don't hear the latency and turn the volume up on the keyboard itself and play in sync to the other AUDIO tracks....if they happen to be synth tracks, simply freeze them first turning them into audio tracks (temporarily). Then, freeze the synth and play it back.   The latency is generally only in the synth's ability to process the midi to audio in the sound card's chip in real time. Freezing takes the "real time" aspect away. You can easily unfreeze to edit. See if that works until you get a decent interface.