latency when tracking midi

I'm running Sonar X2 (build 306) on HP laptop (Intel I7 2.3Ghz, 8GB RAM, Windows 7).
 
In the past I've used a Steinberg UR28m which gave me a lowest latency of 9.5 msec, 421 samples.
On recommendation, I'm trying a Zoom U44, which improves this to 8.1 msec, 359 samples.
 
These times are too long for me to use and I'm wondering how other people are able to track midi and what kind of times are reasonable and what can be done to improve latency.
 
I had a much easier time on Cakewalk 8 which had dedicated soundfont loading along with a SB live card.
Do I need to buy a keyboard with built in sounds and monitor it while tracking instead of my PC?
 
Any advice would be appreciated.