If it is a Broadcast Wave file you are inserting, and Sonar's default is set for honoring the time stamp contained in the broadcast wave file, it will insert it according to that time stamp.
IF this is the issue, it is a simple adjustment to make in Preferences>File>Audio Data - just remove the check box from 'Always import broadcast wave files at their time stamp', and click Apply, then try your import again.
Just remember to set it back to the default for general use afterwards.
Bob Bone