I just bougt a nordrack3 and a waldorf XT...but..
 

the nord3 is really not good for me,for trance and EBM.I think I must buy a hardware effect for nord3.and XT is very good for me.this sounds are cold,full of power.really good for all industry music.and who know some good effect hardware for nord3?I really need delay,chorus effect!!!!
otherwise I must sell this....new nord3.......wuwuwuwuwuuw

just use vst plugins and direct monitor the audio channels of the nord
what soundcard/analog-digital convertor are you using?

I use ECHO GINA24 ,my COMP is AMD 1700+,512ddr,220G disk.
but I think my computer can't do the 0 delay monitor.

well but you should get 2-3 ms which is ok
you realy wont notice it so you can work like that with no problem.

Yes, and you can always use a negative delay for the midi tracks so the notes will be in sync at least when the sequencer playes them. I use software monitoring for my external synths too and always use software effects for them and I use a 12ms latency and everything still works ok.