There are two types of lag, FPS and ping (latency). Do you know which you have?
Assuming it's ping, which is what it sounds like, pay attention to which location the lobby you are playing on is in. Eg, don't join a lobby in Europe if you live in the USA, etc. You can also press ~ in game to see more stats. If the problem persists I would advise you to shoot an email to feedback (at) musegames.com, including average ping and fps, as well as the server location and the host IP, you can see all that with ~.