Help setting up M-Audio Oxygen 88 with Sonar X2

Bump!
 
I am experiencing the very same problem
 

On my setup I have my M-Audio Oxygen 61 set up as "ACT MIDI CONTROLLER-1". What do you have selected as your ACT controller? - (does it correspond to the M-Audio?)
Below the Controller/Surface selection box, there is a window that displays the "Controller/Surface Status" - what does that show - if it shows "Connecting....." you don't (yet) have communications with your controller as an ACT device.
Assuming you have your M-Audio selected correctly as the ACT device, and the status shows something other than "Connecting...." (In my case, with my Oxygen 61, it says :"Trks 1-8, Sel 1, ACT ON 111"
I mentioned in one of the previous ACT threads recently that I don't use ACT much on my MIDI controllers, and tend to just use MIDI Learn instead, set it up for whatever synth I am working from, record the automation, etc, then move on.
However, when I looked at the preset that X2 has available for the Oxygen - (M-Audio Oxygen 61 (Preset 10) - it looks like it was set up for the first generation Oxygen (I am using the 3rd gen 61 here, and have had one of each).
My controller labels the faders as C1-C9, and the Rotaries as C10-C17.
If you pull up "Controller/Surface Properties".
The MAudio Preset (M-Audio Oxygen 61 (Preset 10)) for the "Track" control group should come up with a row of rotaries, assigned to Pan, and a set of faders below it, assigned to track volume.
(If it isn't this way, or you want something different, the "Options" tab lets you select what gets associated with the Rotaries, Sliders, and Buttons.)
For this example, click to Enable "Active Controller Technology" at the bottom left of the Properties form, then select "Multi Channel" for "Rotaries Mode", and Select "Track" Under "Control Group".
You can edit the individual labels for each item you want to control, and you can also "learn" the action that you want it to take. So I edited each of the faders which I previously had saved as F1... to correspond with the physical controller - C1. Do the same for each of the sliders/Faders.
Then Click below the header in the first box for C1 (the first fader). You should see "Learning...." displayed in the field - jiggle the physical controller and you should observe the volume in the first track move with the movement of the slider - do the same for each of the devices you want to control, then save (overwrite) the preset.
I am not an expert on ACT - there is a lot of confusing aspects to ACT versus MIDI Learn, and in some cases, conflicts with manufacturers information/processes.
There are some excellent tutorials/videos on setting up and using ACT in SONAR. Hopefully this above will get you on the right track to be able to better use one of the videos to get it set up for your own use and preferences.