normeughdge
But how do I know what plugins are PDC induced, and what do you mean "run the transport for the first time?" Also, when I record, I record raw! No effects. I apply all effects after all my tracks are recorded.

"Run the transport" means start playback or recording (carryover terminology from tape recorders - like "dialing" the phone ). Once PDC is calculated and applied on that initial playback/record, it will continue to be active after you stop the transport.
 
Since SONAR doesn't report plugin delay, you just have to be familiar enough with your plugins to know which ones require PDC; it's usually noted in the plugin's documentation.
 
And note that the purpose of PDC is to delay all tracks that aren't delayed by the plugin to keep them in sync with tracks or buses hosting the plugin. So if you record a track, and then add a PDC-inducing plugin to it, new tracks will be affected by that. The PDC [override] button in the mix module can be used to temporarily override PDC on input-monitored tracks so you can record without latency (you'll be playing to a delayed output, so it isn't needed).
 
If you really don't have any FX plugins in the project until after everything has been tracked, it PDC wouldn't be a problem, but I don't know of anything else that consistently causes delay only after you run the transport.
 
Interface buffering latency would usually be present all the time, not just when you start recording. Nevetheless, I agree you should un-install ASIO4All, and figure out how to get the Roland working with its own native ASIO drivers rather than WDM.

The buffer slider is greyed out when in ASIO mode, and the buffer is controlled by the interface software (the ASIO panel button should open the Focusrite window).

Try lowering the buffer in the Focusrite panel. Make sure the transport is not running and you may need to re-enable the audio engine after adjustments. For recording you will want a 10ms round trip. Also beware that this can raise CPU load, so is common to bypass FX when recording (when possible), but use higher buffer when mixing (at that point latency doesn't throw you). This is an adjustment to become familiar with for your specific system.

You computer is a little under powered by modern standards, so therefore Focusrite drives are only allowing you so much. Your readings look about what I'd expect from that system. 
If you go to low on buffers you'll get dropouts.

Trial and error is the only way to do it (each system is specific). Here is an old post I made specific to tweaking settings inside SONAR. However, there are also system functions which can readily interfere with latency inside a machine. I recently did a reformat of this machine and made a specific focus as I brought it back online to kill all of those and will make a post on that in the next couple days.
 
As a start, there is a utility called Latency Monitor ("LatencyMon") on the left edge under System Monitoring on this page. That is a good utility to run and see what your system is doing to you (is downloaded in the "Free Downloads," also on the left edge).
 
Sorry for the curt reply earlier, I have been on a cell phone mostly the past few days. The Audio Engine is a button in the control bar (transport module below the clock). It looks like this, and is what turns on/off the audio engine in SONAR. When you make audio interface changes with SONAR open, sometimes SONAR will disengage so that they can again be mated properly. If that is off (or ever goes off), SONAR cannot make sound for you. It is one of those things to always check first in a "no sound" scenario, then mutes/solos, input echoes, etc.

Depending on how intensive the soft synth is, they can begin to eat up resources fairly quickly. It is significantly easier for a computer to "stream audio" rather than think about "processing each and every sample." Freezing synths is a common technique to unload CPU processing (there are others), but this essentially turns what the soft synth's MIDI track is telling it to do into an audio file. You can also unfreeze it later to do more editing to the track.

normeughdge
On this forum, I see that everyone (except me) has an image of something, as You have a picture of a car. Also everyone's spec's  are at the bottom of their post. How can I add a image and include my specs like this? 

At the top of this page, you should have User Control Panel, beside your ID. There you will have the option to add picture, signature, etc.
Best of luck.

Hi guys! I'm back with the same midi latency problems! Back in June 2015, I joined this forum, cause I just got a midi keyboard, and alot of you guys helped me with this "midi stuff!" So far, trying all the suggestions that you guys gave me, an I appreciate all of it. but the fact is, I'm still having alot of problems, as this midi stuff sometimes just sucks! Its seems to work sometimes and just partially. And other times can't get it to work properly at all! Lot of times I opt out from using it, cause I keep getting all these problems trying to record. Latency, dropouts, slugglish playback, skipped notes etc..., it's just frustrating! I'm constantly sliding the buffer back and forth, changing settings, and doing all that was suggested. Now don't get me wrong, I love my midi keyboard, and all the sounds and instruments i can do in sonar x3 producer, but if I can't use it to record with.......???  So guys, I'm asking for further assistance. Please Help!!

Preferences | Driver Settings | ASIO Panel, I move t he slide down to around the number 3 while recording and then back up to 6 or 7 when mixing.  This may not be your problem, but it is an extremely common one.  I always use different settings for recording and for mixing.
 
The lower number reduces latency but you may hear some clicks or pops.
 
The higher number will produce better sound and keep Melodyne in sync.  I freeze my soft synth tracks and record my external synths before mixing.

Backpeddle, I notice there have been so many comments on this thread it is well and truly hijacked, if a new thread is started the same conversation will happen all over again. Not productive, it's been going since 21st June...
 
The OP started this thread in 2012 I think he is done with it, I do agree hijacking threads not a good idea. I would hope hosts would be on the case here, they can split threads. They could even split this one and make life simple if they wanted (from post #14). I don't ever see them use the facility. 
 
(EDITED)

Well you may consider a completely clean install of whatever OS you want to run. There have been 48 posts in this thread so far I'm not sure there is much to add other than check the windows event viewer maybe.

If the midi keyboard is a usb connection, make sure to try several ports and see if the problem persists.