First check that SB and Sonar are using the same sample rate. SB might default to 48 kHz whereas Sonar perhaps starts with 44,1 kHz.
You are sure you have installed the 64 bit version? (You can run the 32 bit version as well, though.)
What are your PC specs? Have you tried different buffer sizes/ ASIO latency settings?
SONAR PE 8.5.3, Asus P5B, 2,4 Ghz Dual Core, 4 Gb RAM, GF 7300, EMU 1820, Bluetube Pre - Kontakt4, Ozone, Addictive Drums, PSP Mixpack2, Melda Creative Pack, Melodyne Plugin etc.
The benefit of being a middle aged amateur is the low number of years of frustration ahead of you.