Sometimes the 'internal' synth chip in the computer will not have the delay that a 'soft synth' tone has....even if it is a lower quality. The tone doesn't really matter in midi...as you can redirect it back to your best sounding tones...when you are done recording.
The other option, is to record the song as 'audio' rather than midi (Casio headphone jack to computer 'line in'). A good free audio recorder is: http://audacity.sourceforge.net/
That program will let you add tracks (layer)...and create a wave or mp3 file. The down side is you cann't edit notes...you just re-do the take.