Hi PaoloM,
Are you sure that you downloaded the correct version of Cubase AI6? When you register your license in My Steinberg you have download access to both the MAC OSX and PC Windows 7 version. If you have downloaded the MAC version, then delete it and try downloading it again.
As for the latency: maximize the buffer size settings for your computer’s sound card.
Hope this helps.
Cheers,
T-Bone