How do I set the camera so I don't have a delay, I try to take a picture and there seems to be a delay and I miss the shot.

This is a common situation with almost all point-and-shoot cameras. The delay is because the camera has to do so much when you push the button. Bulkier and more expensive SLRs eliminate the delay by having more hardware to handle the various tasks.

You can reduce the delay by anticipating the action. If you know where the action is going to happen (a child blowing out the candles on a cake, or right in front of a soccer goal, for example) aim the camera there and press the shutter button halfway and hold it there. This meters the exposure and focuses the lens. Then when the action finally happens, press the shutter button the rest of the way. With the camera having done most of the work when you pressed the button halfway, there will be much less delay.

Again, the delay is a basic "feature" of the camera design. It can't be completely eliminated, but by pressing the shutter release halfway it can be reduced.