How to speed up a USB keyboard?

Hello, prepare for a long story. :-)

My uncle has a keyboard with a USB output (Yamaha PSR2100, http://rurl.org/7u7) and he connected it with his computer. (Targa, Windows XP Home, Creative Audigy soundcard)

He then installed Finale 2007 and started HyperScribe (the music notation program) but when he presses a note on his keyboard, he get's a delay of about 200ms.

He fixed this by setting the midi-delay to 200ms, and voila, he didn't have a delay. But then...

He wanted to record a piece, and started HyperScribe. He turned on the speakers for a click to hear, but now that click had an delay, and it's very hard to play then.

So basically he want's that the delay is gone, in the click, but also when he presses a note, without setting a midi-delay. It's ridiculous that he has to set a delay...

He tried everything, 4 different computers (his computer, his laptop, and my two laptops), 5 keyboards (!), and no one knows a solution.

So, maybe you do :-)
I gave you this information, but if you need more, ask it.

HYH (hope you help) :-)