The latency will be the same in the headphones as through the monitors. Perhaps it is just more obvious with headphones. Also, adapters will not influence latency. How long is the latency? You are using a good soundcard and good software; you should have a very low latency if you have a reasonable computer and are using the proper ASIO drivers.

Latency is a good reason to use an outboard mic pre and a small stand alone mixer.

By routing the output of your computer soundcard to 2 channells of the mixer and splitting the output of the mic pre (one split to the input of the soundcard and the other to a channel of the mixer) you can monitor latency free..

Even a few milliseconds of delay can be enough to distract me. Especially when I am doing groove intensive things like bass or rhythym guitar overdubs ...

Its not that long though long enough to distract me from vocals.... and its definatly longer whilst using headphones...

I didnt think there would be a problem with the Delta card itself, and dont wanna spend on a mixer or preamp just yet.

Could it possibly be my Nuendo Settings? If so what could be the cause?
Cheers,
Spiz

Make sure you are using the M-Audio ASIO driver in Nuendo. Also, try progressively lowering the buffer sizes in the Delta control panel and in Nuendo.

Thanks David,
I used your advice and it worked :)
Cheers mate.
Spiro