I had the same problem when I first got the program. I found that the program makes you use the provided USB adapter for both recording and playback. Now, in order to let the program know that it is plugged in for playback(in your case,) when the program starts, select the option for ASIO and select the one with the USB in the drop down menu. If the program starts without it, then go to options, audio hardware, and then this will pop up following one of the selections. Now, mess around with some of the options in the ASIO settings(like I did) and eventually the lag will not be so bad, if that is your problem, I'm not next to you, so I can't help that much, but I hoped I helped a little.
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