This seems to be a common complaint and I believe a popular feature request to add an "END SONG" marker and be done with it.
I think it happens when your recording audio, not midi, and forget to hit stop at the end, Sonar happily continues on.. I've gone for lunch and come back only to find a 30 minute track!!.
I think I added a split and deleted the rest.
I don't need the end of song marker because all my songs are toped and tailed in a Wave editor. But I can see it would be very popular with most users.