I run with Sonar using the ASIO drivers of my audio interface, and to completely eliminate any conflicts with other programs and Windows, I have the Windows Default Audio Device set to use the internal sound of my computer. Well, actually, it is connected to an HDMI output to one of my two HDTV's I use as computer display monitors, since they have built-in speakers and HDMI transmits both audio/video together.
I don't know if you can have two sets of ASIO drivers running at the same time or not, but for whatever the worth, using the above setup, I have great sound for everything running through the HDMI connection, and that leaves Sonar completely free to be the sole application to access the audio interface's ASIO drivers.
I regularly play songs through YouTube or Windows Media Player, and there are never any conflicts.
I could also have fed the output from my computer's internal sound chip back into two of my inputs of the audio interface, if I didn't have the speakers in the HDTV I use (or a set of computer speakers), and that would have worked fine, as well.
If interested in trying out something like the above, go to Control Panel and click on Hardware and Sound, and you will see a link labelled Manage Audio Devices, and you can choose your Windows Default Audio Device there. It is super easy and super simple, and eliminates contention for the audio interface.
Bob Bone