If you have EZ Drummer 2, you need to do a specific set up for Sonar.
Open EZ Drummer and click on the down arrow in the top right called Menu. You will see a Sonar option there.
I can't remember if you are supposed to do this in stand-alone mode or from inside Sonar. You might want to check the Toontrack site.
Of course, if you have already done this, then never mind.

. I have had a number of isses since upgrading to EZ Drummer 2, but I seem to be OK now.