I used a Fantom X6 for years, it's got some great sounds. I've retired it for the time being but here is what I did:
1. Use the Fantom USB driver for MIDI, check the Roland site, it should still be available.
2. For audio, route the main outputs into your audio interface. I use an external mixer for monitoring so I never had any problems with latency. YMMV if you're monitoring inside Sonar. Note: Fantom outs are TRS (balanced), so you should be able to get a clean, no buzz signal.
3. I hacked the XG ini files to give me all the patches and drum sounds, they matched the patches on my synth perfectly including all the expansion ROMs I installed, I still have them if you want them. Send me a PM with your email address and I'll send them to you. I also reformatted them for Pro Tools, gotta luv vim. :)
Setting it up this way allowed me to select any preset on the keyboard from inside Sonar and use the keyboard for midi input and output. Monitoring through the mixer let me capture performances regardless of the PDC settings. Not quite as nice as having a VST control like Virus, but it worked quite well.
P.S. You'll have to bounce in real time.