I use both midi controllers AND external midi-connected gear all the time in Sonar, and do not have latency issues caused by doing so.
My earlier posts were talking about for a given project, not for all projects.
Depending on what effects are loaded, due to the nature of those effects adding large amounts of latency, I believe that THESE were the cause - I did not mean to suggest the latency would be caused by some midi-connected device.
Midi transfers minuscule amounts of data, so your issues would not appear to me to be the fault of this external device - based on information thus far.
Bob Bone