Midi keyboard key delay

I have an E-MU Longboard61 midi wireless keyboard connected up to Logic Pro 9, yet when I play the keyboard's notes there is a distinct delay between me pressing the key and the sound being played, no matter what instrument I use. I've had a look in the preferences and in Logic's manual but it hasn't helped me.

Is there a setting I can tweak to eradicate this short delay?

I'm using a 13" Macbook Pro.