I have searched the forums - a few found the solution but never posted what it was!  I have tried dragging from the top left of SI Drums to my project. I have tried dragging from EVERYWHERE in SI Drums.

There is an undo but no data on the track.

I think I am going to lose my mind.

Help!

Update:

So I created a new Sonar project and still couldn't drag the SI Drums into it.

However - I could browse to the SI Drums Midi folder and drag a midi file onto the track in the new project - but could not drag that same track into the working project.

I then was able to copy and paste the midi track from the new project to the old one.

Weird??

Try running SI Drums as administrator. Simply being logged in as admin may not be enough.
UAC may be blocking the otherwise simple drag procedure. 

Installed all the Sonar X1 patches- and it magically works as expected now.  Thank you for all the help.