Serial port in Windows

Is there any way to bypass the ~15ms (i.e. 1 tick) delay between write instructions? I tried using the SerialPort class of .net and Win32 API so far, and both have that 1 tick delay between every write. Reads seem to work just fine.

For your information: I'm currently using .net, however, if there is a way around that 1 tick problem, I'm willing to switch, as I only used .net for the easy form creation.
If possible, I would like to stick to Windows, as I don't have a spare PC for that project at the moment.
My goal is to send an instruction (2 bytes) + data (0-2 bytes) to a µc and get the answer (1 byte instruction, 1..n bytes for data) every 10ms. Baudrate is not an issue, there is plenty of room between the µc's answer and the next instruction sent from the PC.

>>8
After my research I found out about timeBeginPeriod() for a higher precision timer. That might work with having multiple threads, however I'm not sure how that will work out with the simple protocol we are using (which is strictly sequential). If it works at all that is.
Going for *nix would mean redoing the whole UI, so I'll probably be doing the calculations for the controller on another Atmel and just leave path planning and interpreting the CNC commands to the PC.