As said the danger of dragging and dropping or importing a midi files you will loose a bunch of possibly important data like tempo. It fine for just adding loops and drum parts but not for completed songs. 

Great suggestions by all, and I really appreciate all of the info you guys posted here.  I learned a lot from all of this, so a big thanks! I will watch the You Tube vids to learn more about X3.
 
I finally figured out my problem, which I won't go into details here, but it basically had to do with my Omnisphere plug-in settings when I loaded multiple instances of it to play back the midi file. All 8 channels/tracks would play & record properly using my keyboard, but then only track #1 would play the midi file when I did a copy & paste which was strange. Anyway, figured it out.  
 
Thanks again for all the help!

dirtracer25
Great suggestions by all, and I really appreciate all of the info you guys posted here.  I learned a lot from all of this, so a big thanks! I will watch the You Tube vids to learn more about X3.
 
I finally figured out my problem, which I won't go into details here, but it basically had to do with my Omnisphere plug-in settings when I loaded multiple instances of it to play back the midi file. All 8 channels/tracks would play & record properly using my keyboard, but then only track #1 would play the midi file when I did a copy & paste which was strange. Anyway, figured it out.  
 
Thanks again for all the help!

Glad to hear you got it sorted out and thanks for letting us know!
 
Good luck with your Sonar adventure :-)