when will we be able to save as .mid and play back on a windows media player?
we have been waiting for several years................
it took 'support' over a year to even acknowledge it!
we say 'support' in inverted commas, because there is none at present...............
is cakewalk going out of business?  it feels like it!
what is the latest on the mac platform?

Sorry to hear you've been waiting for years since this has been possible for ages.
 
The easiest way:
1) Records, edit and bounce your MIDI to one clip.
2) Drag and drop the file to your hard drive.

What's not working with File > Save As, and changing the File Type to MIDI (type 0 or 1, depending on your needs)?
 
I trust it's not that you're expecting to be able to save Audio projects as MIDI...? SONAR includes tools (Audiosnap, Drum Replacer, Melodyne Essential) that can extract MIDI from single-instrument tracks with more or less good results, but saving Audio as MIDI is not going to happen anytime soon.

[politeness ensues]

This makes no sense to me!  

Gotta give the OP the benefit of the doubt until he clarifies the issue.

brundlefly
Gotta give the OP the benefit of the doubt until he clarifies the issue.

Yes, that's fair.
Anyways, having read so many somewhat similar questions during the years, I believe the OP has completely misunderstood what MIDI is and how it works. 

I started saving midi files in Cakewalk in 1987. I would be terribly surprised if there was a showstopping problem in Sonar 29 years later! Perhaps you could describe the issue you are having, or did you just stop by to rag on cakewalk support?
 
 
https://www.cakewalk.com/Documentation?product=SONAR%20X3&language=3&help=MIDI_Files.1.html