make sure that midi isnt echo-ing. I have seen my korg behave like this when my software is retransmitting the same not back to the keyboard milliseconds after I hit the note on the keyboard. The korg isnt very good at getting lots of midi data or notes too close together. You can even crash it by sending it too many notes too fast!
Try changing the midi echo on the korgs ports, or pulling one of the midi cables out.