LeShawn,
First, it would be easier to understand your problem if you describe BOTH your MIDI VELOCITY experience AND your audio VOLUME experience. (Keep in mind that the slider on an audio track controls volume, but the slider on a MIDI track controls velocity.)
I have had situations where for some reason, the MIDI velocities were being recorded at a very low level, and I had to increase the velocity on the MIDI track to hear them at a moderate volume on my MIDI synth.
If that's the problem you're having, I'm not sure what to tell you, because I never did figure out what was happening then.
But if you're recording the MIDI at a moderate-to-strong key velocity, then perhaps the reason you're not hearing it very loud from the synth is that the velocity slider on the MIDI track is turned down, or perhaps SONAR is somehow sending the synth a VOLUME controller code (or some other controller code) that causes it to play softly.
There is a different set of possible problems if you're recording MIDI from a hardware controller and playing a softsynth than if you're playing via a hardware synth, and yet another angle on the problem if you compare the sound you hear when playing a hardware synth while recording MIDI with the sound you hear when playing MIDI back.
Two things to check when playing MIDI into a track armed for recording:
1. Check to see if the pass-through button is activated. If it is, then what you play into SONAR will be sent back out to the synth. I don't know, but it may be that a note going back to the synth right after being played at the keyboard somehow affects the controller negatively. IN that case, turn off the pass-through.
2. Check the controller's Local On/Off setting. I had a weird problem with a keyboard that would play just fine with the computer powered up and SONAR loaded, but as soon as I loaded a project into SONAR, it suddenly went silent. I couldn't hear a thing when I played it. I think the SONAR project is sending some kind of initialization to the keyboard, and the keyboard is then going into Local off mode, which disconnects the sound module from the keyboard. In that case, the keyboard will only play sounds when it gets MIDI from SONAR. I'll have to go into the synth's internal menu and re-enable Local On. This problem showed up because I was using the keyboard with a different program than SONAR, and it played everying on the keyboard that I entered with the mouse even when it was on a different channel than the one I had set the keyboard to--which is why I turned Local Off at that time, odd as that may sound. When I turned the equipment off, it reset to Local On, and the next time I played the keyboard I had no problem. Then I loaded a SONAR project and all of a sudden, the keyboard would'nt play again. Evidently SONAR was reminding it that I had turned Local Off the previous day. So that's another thing to consider: If you're using more than one computer program with the controller, one of them may have told it to do something that it has remembered and it is still doing that when you're running SONAR.
These are just offered in case their helpful. It sounds like you may be having a different kind of problem, but the MIDI feed-through button in SONAR and the Local ON/OFF setting of your controller would be things to check in any case.
Another thing you can check: After you record MIDI into a track, go into the Piano Roll View for that track. Look for the velocities in the window as vertical lines. By looking at these lines you can see at a glance what MIDI velocity is being recorded when you play. Another way to check the MIDI velocity of the recorded notes (in case they're not visible otherwise) is to right-click on a note in the Piano Roll View, and look at the value in the dialog box that pops up. If the velocity value is around 100, you've recorded a good mezzo forte or forte--a nice loud sound. If it's 65 or so, it should still be loud enough to hear distinctly for most kinds of patches. If it's down at 40 or lower, it might be barely audible for some patches when the volume of the audio gear is fairly low. Once you know what kind of velocities you're recording, you can better understand the nature of the problem you're having.
Good luck with it.
--thndrsn