I just bought Digital Sound Studio's Steinway Piano app and have not been able to get it to work in Producer. I can't even find it listed anywhere. I am pretty sure I don't have the application placed in the right place, but don't have a clue which folder to put it in.
 
I am new to midi in general but am learning to get around them in Sonar. But this may be a case of knowing just enough to get myself in trouble.
 
I learned how to play piano on a Steinway and am looking forward to that sound again.

Welcome to the forum.
I don't have X1 but presumably X1 has a Plug-in Manager.
Look under Edit>Preferences>File-VST settings.
Locate the Steinway file on your hard drive and add it to the list of VSTs SONAR scans for, then click the Scan button.
Check out 'VST Configuration' in the Help files for more info.

Welcome, Sue.
Did you get the Steinway expansion pack for Dimension Pro?
If so, Sonar cannot directly access the Steinway sound. It is not a VST, but a sample set that opens in Dimension Pro.
Insert DimPro, then open the Program Browser.
Click F5 to refresh the browser, and show newly installed programs/samples.
At this point, the Steinway should appear in the program list, and you can select it.
If that's not the case, or you need more guidance let us know.