Fatal Error while installing

Try google chrome

glimpee
... the download website doesnt even work with firefox....

Of course it does.  Firefox is the only browser I use and I've never had any problems downloading from CW's site.
 
Try this... Install the free "Down them All" extension (Download manager) for Firefox.  Clear the cache and restart Firefox.  Now try the download again using DownThemAll. 
 

The first thing I would do, given the long and tedious download process, is to confirm that you have a corrupted file that you are trying to install and not some other error. My recollection is that Cakewalk provides the confirmation hash (MD5 I think) for each of the files you download. That is a long sequence of characters that can be generated by a mathematical operation on each bit of the file so that even a single bit error in the file will produce a different result. Cakewalk runs it on their file and gives you the result to compare with the copy you have downloaded. Run an MD5 calculator like http://download.cnet.com/MD5-SHA-Checksum-Utility/3000-2092_4-10911445.html on the file after it has completely downloaded and see if it matches what Cakewalk says you should have gotten. I assume you are downloading the file and running the installation from your hard disk, not attempting to "run" the installation from the website. I am not even sure you could try to do that but I am pretty sure it would fail without enormous luck.

Problem is that no installation occurs after the browser, I open one of the 4 installers and am immediately hit with an error. And literally when I click the DL page for sonar on Firefox it doesnt open

So what is confusing me is that the error message you are getting is not an error from any browser indicating that there is a problem with the download of the installer file (file names end in exe), it is an error about an "installation."  Installation should NOT begin until all of the installer files have been downloaded to the same folder on your computer. If given the option to "run" any of the installation files from the Sonar download pages you should not do so. You should "save" the files instead. Then when all the files are on your hard drive in the same folder, you should exit all of your web browsers and run the installers from that folder. Note that the files that should download depend on which version of Sonar X3 you have purchased. You do not give the version in your question. The download links are time limited. If you do not download them within the time limit, the download links will stop working and you will need to start over on your Cakewalk Store account page to get a new download link before you can download any file.
 
Detailed instructions on this process are at:
http://www.cakewalk.com/Support/Knowledge-Base/2007013359/SONAR-X3-Download-Installation-Instructions
At the bottom of that page is a list beginning "For a breakdown of all files... "and ending with "click here" which is a hyperlink specific to the particular version. Pick your version and click on the words "click here" to see a description of each file and an MD5 value that you can use to confirm that the file was downloaded without error.