it's called latency and you have to cure it by buying a quality soundcard with good drivers.
you can try to make yours better (I'm assuming you're using your onboard soundcard since you didn't say), but there's a trade-off. lower latency with poor hardware and drivers will cause popping clicking and stuttering on the project.
go to: OPTIONS>AUDIO>GENERAL
and move the latency slider to the FAST side. if it starts stuttering and popping, then move it back toward the SAFE side.
to get a better soundcard with low latency, look at my website for recommendations.