CarvinAbuser
Thanks for the responses.  I tried setting up a track and I discovered that the input gain control is not working.  I can turn it all the way up or down and there's no difference.  What am I doing wrong?

The gain knob on the Sonar audio track does not control recording level. In order to avoid digital overs/clipping, the recording level must be set in the audio interface hardware, where the actual audio/digital conversion takes place. Otherwise an already clipped distorted digital signal might be received by Sonar, and there will be nothing that can be done about it at that point.  On an already recorded digital audio track, the gain knob controls how much of the signal is passed to the effects bin; it is a pre-effects level control for output of the track, not a pre-recording input level control for the track. 

Slartabartfast nailed it, I was just going to type the same answer. Sonars levels have no impart on recorded levels.
You might find a hardware compressor handy for this. I use a Joe Meek 3 Q on my vocals and my Bass amp has a built in compressor. My guitar tracks I want the dynamics so I just go for a good safe level.
Soft synth always need some trim.

Thanks again.  So if I understand correctly, I should make sure the levels are adjusted within the proper range at the interface?

Correct