Need help with using REASON 3 with Sonar

Just kidding on the sex.... Ehhemm...anyhow!

Can anyone point me to some good beginner tips on using Reason 3.0 with Sonar? You know, rewire and all that sort of malarky?
I just purchased Reason 3.0. I am awaiting my MIDI controler which is an M-Audio Axiom 49 key controler. This will be my first jump into MIDI. I'm very nervous. Wish me luck. And hey, even better, give me some advice.