First test with the audio buffer.
Christian ( my main OS developer and sampler developer) have also made the Linuxsampler VSTi and they get some of this issue too under windows.
Seem like a lot of VST are running better if the buffer is more high, but then of course will have more latency.
If you look also the Reaper on they home page shoots, they setup normally to 256 or 512 frame buffer, but you can see that the basic latency is from 7 to 22ms! ( incredible...)
Just install reaper on your MS, open with Wine, configure the midi ports and then llok at the TOP right windows, like this original one under Windows.
Let me know what our system report as latency...
I really dont know how they can use one application with 22ms of latency..
Poor shame Windows OS...