You are hearing your voice being played back after it is recorded in the daw; it is a combination of software and hardware latency..
This is a delay that cannot be eradicated, but can be minimised by setting your audio/recording buffer to a smaller value. You need to either:
1) change your audio driver latency so that it is as small as can be.
2) change the way you monitor your recording process so that you are only getting the "audio in" feed rather than a mix of that and the DAW's capture.
I would point out that the studio one manual is silent on this matters......