the nord is a wicked bit of kit, go for your life son, nice as ****... remermber tho you can pick up a secondhand virus for the same money...
You need a seperate MIDI interface for your computer, dont use the suilly joystick port adaptor at the back. no good at all. terribly latent.
The speed at which your system responds to incoming MIDI messages from a keyboard is governed by the quality of MIDI interface and the drivers you are using to play back audio.
For windows the best are ASIO (audio stream input output) these allow very low latencies so that when you press a key on your keyboard you hear the sound almost instantly (around 2-15ms is the best as anything above 20ms you'll start to hear as a lag)
The next best is Direct X, and the worst MME.
Get a good quality soundcard, the delta 44 series are good and well proven and cheap. FFS DO NOT get anything by creative. no soundblaster.