Hi,
You're experiencing what is called latency. It's VERY common with USB interfaces and guaranteed with built-in sound cards.

You must have ASIO selected in Magix to avoid this. ASIO is a low latency "driver" for your sound card. In Magix go to the File menu, settings and choose playback parameter.

In that window you'll have a device section - it will list your current sound driver and below it the ASIO device. Make sure your sound card appears in the ASIO device menu and that it's referenced in the top menu.

If you do not have an ASIO device available you'll have to go to www.asio4all.com and download a universal ASIO driver.

You can use Magix to fix (align) your already recorded tracks if you have takes you want to save. I'm happy to tell you how if you like.

Let me know,
Justin