I've just received Finale 2006 and I have a bug : a sound delay with my Hammerfall soundcard. I try it with the include soundfonts and the GPO Finale version, same thing .... However, no problem with Cakewalk and Asio for VST (0 ms) ... and no problem with a little soundcard on another computer.
Sounds like a soundcard setting or a configuration issue. There are many different soundcards out there and each one works differently. Please give me a call or email a number we can call you and we'll do our best to get you up and running.