We're trying, but you're making it a mite difficult.
If you use your external Roland module, does the stuttering appear as a pause, then a sudden catchup? This is usually a buffer issue, and first step is to make sure the midi drivers you are using M-Audio's latest driver. In fact, on my own system, which is pretty stable, it sometimes happens when I've been using lots and lots of internal synths, as if they've grabbed all the memory, and left none dedicated to MIDI. That doesn't really make much sense, with the MIDI processor demand being very mild - but one other thing springs to mind.
Does your MIDI track have lots of pitchbend or modulation data? Don't forget these are continuous controllers, and waggling the PB and mod wheels really messes up MIDI. One note on message surrounded by perhaps thousands of cc messages? This is a sure fire way to make things stutter.
As you mention the internal card, I assume you mean software synths also stutter the same way? If so, the cc data looks a likely culprit again - internal and external sound sources can only respond when the data arrives on time - and the best way to check is to look at the track in a list editor - I don't know cakewalk, but it's bound to have one. If you see lots of note messages and not much else, then you shouldn't be having grief, but if the note messages are surrounded by other stuff - then that could well be the problem. In the old days, thinning out controllers was pretty vital, but now we have lots of separate MIDI outs usually, it spreads the problem a bit - you have just one - so have an experiment. Record just a few notes, and check the file - make sure there are no cc messages being sent out continually - like maybe a dodgy controller wheel - dithering between 0 and 1, clogging the stream. Make sure the data is lacking this kind of stuff and report back.