Hmmm. Well, with all respect, I just tried it again, and it worked perfectly. The vocals are in time, and I could hear them well while recording. 

Cactus Music
I'm sorry but the monitoring is done by your hardware. Not Sonar. You can try input echo but unless you have a top end interface with low enough round trip latency you will hear the vocals delayed. 
Most interfaces have direct monitoring to eliminate this. 
It's hardware. You'll get the same latency delay in any DAW you try. 

With all Fx plugs disabled the latency *should* be low enough to monitor any analog signal as it's being recorded.
 
Unless you'r using a Soundblaster of course

Glad it was that easy

Line6 TonePort interfaces allow direct monitoring and you should have Input Echo off. You need to have the GearBox software running while you are recording. If you can't hear anything from the mic although it worked when you recorded guitar, then you probably still have the input (on GearBox) set to "Instrument". If so, select "Mic".
 
Which particular interface you are using?