2500 midi delay compared to 2000xl

I just moved from a 2000xl to a 2500 and i've noticed that with the 2500 there is a delay (very small but nevertheless a delay) when playing notes with a midi keyboard. ie. if i hit a key on the keyoard, the resulting sound is not instant like on the xl. It's making it very hard to play in time.

I used the same setup with both machines, so i know it is the 2500 thats the problem.
If anything i was expecting the newer machine to have a quicker midi response.

Has anyone experienced/noticed this? Any ideas on how this can be fixed?