There are about 10% of the newer cable/satellite boxes that deliver delayed closed captions. It sounds like you happen to have one of them. Sometimes, just asking your cable/satellite company to swap your box for another model will correct it.
Most of the issues reported have been with two of the DISH receivers (primarily the ViP722) and a couple of the DirecTV receivers; they do not pass the closed captions through to TVGuardian (or any external device) in a timely and accurate manner. We've been pushing them to fix the problem, but they've refused to allocate the engineering resources.
This is actually a violation of FCC rules and we've met with the FCC about it, too. However, without public pressure, it's not seen as a priority. That said, most of the DISH and DirecTV receivers do work very well with TVGuardian. Maybe someday DISH and DirecTV might add TVGuardian into their receivers.