I have used various midi programs over the years with no issues.  Currently using X3 with an Audiobox USB.  I try to input drums using a midi controller and all of the playing is DELAYED.  WHY?!?!?!?!?
 
 
 
Guy

Just a couple quick thoughts:
 
Is the latency/buffer on the Audiobox set to as low as you can make it?  Not sure how low the audiobox goes, but hopefully to atleast 256.
 
Do you have any plug ins active which might be delaying the signal?

I will check.  WHat kind of plug ins would affect this?

What Mike said. I use a Roland SPD-20 driving XLN addictive drums VST, and any of the grunty buss effects such as LP64, etc, will have this side-effect of introducing latency.
 
Keep your active FXs disabled when tracking drums.
 
Do you hear the latency on a clean, empty project?

Most of the latency inducing plug-ins have warnings about latency in their documentation. Of the plug-ins included with SONAR LP-64 EQ, LP-64 Multiband, TS-64 and Perfect Space are examples to avoid during tracking. It is easy to disable all plug-ins with the keyboard shortcut "E". If you have to record while using mixing/master plug-ins, freeze the tracks that have the plug-ins on them or bounce everything down to a track to play along with and archive the other tracks.

I will add to the above excellent advice, which is what I always do too, that no matter what, I will still have enough latency to put me off of trying to trigger a Soft synth drummer while  tracking drums with my Yamaha  kit.
It's only something like 5ms but to me it is enough to loose my groove. So I monitor the brain of the kit and all is fine. It depends on your interface and set up, but I use inputs 3/4 on my Scarlett for the drum brains audio output. Mix Control allows me to track using that.
I think it is the Yamaha USB driver that cause this latency, I don't have latency when recording my Roland A 49 controller IF I shut down all offending Efx bins. 

Waves "maximizers" and other plug-ins that "look ahead" will also increase latency. However, note that if you realize you have a maximizer in there and remove it, the problem won't actually be solved until you toggle the PDC button to "clear" it.
 
As to the original post, if you DO scream, don't forget to sample it!