Adjusting volumes

OK, this is probably stupid, but I haven't found a way to adjust the volume of the playback music and the volume of the vocals when I record.  When I was using an older version of Sonar, when I recorded vocals and turned down the volume of the vocal track (in Sonar), the volume of the voice also decreased in my headphones.  But the rest of the song was loud.
But with Sonar X1 or X2 when I record vocals, I can decrease the volume of the vocal track in Sonar, but it doesn't affect the volume for the vocals in my headphones.    I've tried using a headphone monitor  (2, in fact), but that doesn't work either.   I don't know why, but it doesn't.  
Anyone have a suggestion?   I don't want my vocals to overpower the music when recording vocals.
 
Greg