I am now using key board  modules  to play midi files with my performance.. Wanted to get updated on how it's being done now.. I use cakewalk9 and sonar on my computer have interface to send information to my modules 

You should start your own thread instaed of dredging up something from 2007
It's called Hijacking a thread. 
People waste time reading the OP's  thread and most will not look at the date. 
Sorry to come on in a bit of negitive tone but I'm actually interested to help but do not like conversing in old threads... 

topic split into new thread.

Hey cool, Thanks. That's a handy trick..
But now not sure if  Mr Sydney is still with us? 
 
And to answer part of his question I would hazard a guess that most are either using a laptop or a tablet to play midi In the Box using VST's. Sound modules are totally obsolete unless they contain an obscure sound a VST cannot duplicate. But for GM sounds sound modules are doorstops. 
I stopped dragging around sound modules 20 years ago when mini disk came out and allowed me to record the synths to digital. Then I transferred those to a laptop around 2004. I've been using wave files since. Read here for my set up.
http://www.cactusmusic.ca/johns_rig.htm
 
As I say in my blurb I use Win Amp for stereo playback, but I'm toying with the idea of using Sonar (or ?) as I miss the midi controlling of things like effexts. I'm looking at the new breed of digital mixers. Having my effects automatically set like I did 25 years ago for each song using midi patch changes. The music part I would still keep as audio. But I would also like to seperate my bass track and run it directly to my bass amp. I tried this using split stereo and it works.  

I always try to simplify things when relying on computers for backing music for live performance.
 
In the spirit of that, rather than playing midi files back through sound modules, I would suggest you consider getting each midi file the way you want it for the backing sounds, and then export each of those from Sonar into either Wav files or Mp3 files.
 
THEN, you would not have any reliance on the hardware stuff, and better yet, the streaming back of either Wav or MP3 files is WAY less of a hassle than having to generate all of those sounds through external hardware, or any processing of anything that was running through VST plugins.
 
Everything would be super simple doing things the above way, and your load times would be lightning fast, as well, AND would sound identical to what you were getting from running midi files through all of that external hardware.
 
Bob Bone
 

Yes that's why I've always done it that way. In more than 11 years of using a laptop as a playback device and WAVE files played in Win amp, I've never, ever had an issue with a song. 
Mini disk was just as dependable too, but you had to make up disks with your playlist so not very flexible. 
Midi with hardware was usually OK, but I had a foot controller and the biggest button was the "PANIC" button to kill stuck notes. Then there where the nights when your channels go haywire and your bass part takes up using a pan flute instead...
No, I would continue using Wave files of my backing as why would I want to even change what I've got nailed down already. 
And I always have a back up laptop with everything ready to go anyways, so if the Sonar ( ? DAW) playback experiment fails me I am still a few clicks away from keeping the show going. 
The other option is a midi foot controller and try and remember which patch goes with which song.
We have all this cool new technology but none is designed with live solo performers in mind. For example try and find a playback music app for your iPad or ? that stops playback after each song...  Only win amp seems to be able to do this and it's now unsupported. Apparently the people who brought you Reaper designed it.