Audio files, like MP3, wav etc. do not actually have any volume per se. Volume is a parameter that you can apply in hardware or software to make the sound level delivered from your speakers louder or softer. Listening to your audio with a high volume setting in Sonar or in your monitoring system is going to make it sound louder no matter what the underlying audio data looks like. Twisting a variety of real and imaginary volume knobs will get the sound as loud as you can stand, but will not make your MP3 play any louder on another device. If you just want what is playing in Sonar to sound less loud, then turning down the volume will do that.
What you are probably interested in doing is making your exported MP3 sound as loud on playback on whatever device as you are used to hearing other MP3's sound on that device. The parameter you need to change in your MP3 is the saturation of the signal, ie how close to 0 dB the peaks reach. If your peaks at export are at -20 db your MP3 will sound pretty quiet compared to everyone else's MP3 on the same playback device. If you want to preserve the relative loudness of the various parts, then you need to bring the peaks of the final mix to just below clipping prior to exporting the audio file. If your music has a wide dynamic range ( a big difference between the quietest part and the peak) and you want the overall sound to be louder, then you probably need to compress the final mix, or often a better choice increase the gain of the tracks you want to highlight before the final mix, or an even better choice decrease the relative strength of the frequencies in a given track to decrease inaudible, interfering and uninteresting parts of the frequency spectrum by filtering them out.
http://www.soundonsound.com/sound-advice/dynamic-range-loudness-war