Yamaha DTXpress/DTXplorer/DTXtreme

Hey Everyone, sorry if this is a dumb question but I just got the 
DTX2 kit and I want to plug it into my Digi001 so that my guitar 
player and myself can play and hear eachother in headphones. I'm not 
to concerned with recording at the moment...
So I have a guitar cable going from the DTX2's L mono jack into the 
digi001 but I'm having a latency problem. Am I going about this the 
right way? Can anyone offer me some suggestions?

Thanks a lot!