... Or do I need to setup Windows Media Player to play MIDI to the SD50 & then use SONAR to record from the SD50?
Back to the manual...!

OK, just downloaded the manual so it seems you got some choices :
 
The good news :
 
1) you can run a line out stereo via the cinch plugs on your SD50 into your sound card/audio device. BUT you'll need some form of input device (keyboard, drum machine, whatever.... because here you are dealing with pure audio, not midi. So, If thats how you do it, go direct to the bad news :
or
2) you can run : a midi keyboard into the "Midi In" socket on the SD 50,  then from the SD 50 "Midi Out" into your PC audio device's "Midi in" socket (if your audio device has one). However, you'll need some form of input (keyboard, PV in Sonar etc) or if you already have the midi data, just import it into the midi track Sonar created.
or
3) Use a USB midi keyboard (into your PC) and the SD50 USB connection (into your PC). In Sonar you'll need to insert a soft synth (one midi track will suffice). Set the midi keyboard as the input on the midi Track (or if you already have the midi data, just copy it into said midi track of the soft synth). In theory the output of the Midi track should output into the audio part and then into the SD 50. Yes, its tricky to set up but it used to work for me with my SD20.
 
The bad news (because you mentionned laptop) :
 
Whatever you decide, the eventual sound will only be as good as the audio device (and speakers) used for the playback. In other words and sorry to say this, but if you have a crap sound card, and crap speakers, then your sound is gonna be .... well crap. The SD 50 cannot make a silk purse out of a sow's ear as good as it is !!!
 
Salvation : Sonar can of course cope take all this in its stride, via a Midi keyboard input to its soft synths where you can get whatever sound you need, BUT, if your audio device/speakers aren't great then the sound ......
 
I gave up using my PCR 800 through the SD 20 (basically a minor Edirol version of what you have), because Sonar's soft synths can do wonders and are much more flexible.
 
Your choice !
 
But maybe I'm wrong about what you are trying to do. Sorry if thats the case.
 
Cheers,
Jerry
 
 Edit : attrocious, nay shameful, spelling and grammer

Thanks for taking the time to respond Jerry.
However, I don't think you are understanding the issue.
I want the SD50 to convert a MIDI file into audio and then somehow record the audio stream that the SD50 produces, digitally. I assume that the SD50 does a better job of converting MIDI to audio than my laptop.
 
There's no MIDI keyboard involved, no synths, ideally I want to avoid recording the analogue output from the SD50 & keep it all digital.
The MIDI file contains a wide variety of instruments, but all are in the GM spec.
 
Thanks

I setup Windows Media Player to use the SD50 for output & when I use WMP to play a MIDI file, the sound comes out of the speakers connected to the SD50 OK. The "TG to Computer" setting is ON.
However, I cannot get Sonar to record the audio from the SD50 - it's just silent.
 
Finally I used some Java code (yes, my day job is programming Java) to play a MIDI file to the SD50 & now Sonar can record an audio track from the SD-50. With "TG to Computer" set to OFF, the recording is silent, but with it set to ON, Sonar can record. 
Therefore I think that is a solution to the issue, but perhaps only one for nerds like me. The rest of you will have to come up with another solution.

The manual for this device is unclear whether both audio and midi can be sent over the usb simultaneously. You will need to contact Roland.  It does appear from the manual that you can though use a third party midi interface and send your midi out from sonar into the SD-50 using a 5-pin midi cable and receive the audio over usb into sonar to record. 

All in all, really what you should do is upgrade to a better version on Sonar and use soft synths. Your doing it the hard way.  
Then your task is very straight forward, I make my own Wave and MP3  backing tracks with Sonar and use either my own midi files or edited downloaded files. I've been at it for a long time now.  
The sound from the Roland SD series is not going to be near as good as sound you can get using the better quailty soft synths.  Trust me.
 
But speaking of better quality: 
To bad LE comes with sub standard soft synths as it does little to sell new users on Sonar. I just installed it on an XP laptop because you can't install X3 or Platinum on XP.  
I was supprised it doesn't even have a GM multi channel synth like the TTS-1. The drums are GM alright. I forgot how nasty those can be once you get used to Session Drummer and now AD drums. 
It's actually a terrible version of Sonar, I've used many but had never bothered to use this one. I got it free with a Roland Keyboard. I already had Sonar 8.5. But I used it to upgrade to Sonar X3 studio.  It's missing lots of features we get with the full versions. Lots of short cuts are missing. 
You could go for Artist which I'm sure comes with TTS-1. 
Then it's a 2 minute operation to open the file, point the tracks at TTS-1 and export the song. 
 
Professional comes with a lot of great drums and synths, more than your going to need. And there are many free 3rd party plug ins from sites like KVR. 

Maybe I am missing something (I did read the first 10 or so posts but then sort of quick scanned to the bottom).
 
If you already have the midi file in a Sonar track, and you have the midi output of that midi track set to point to your external keyboard, then it is not RECORD that you want to do, you simply want to BOUNCE the midi file, which will play the midi data -which will be sent to your external keyboard, and if you have the audio outputs of your external keyboard plugged into your audio interface, set INPUT of 1 stereo audio track or two mono audio tracks in Sonar to pick up the audio output from your keyboard.
 
How are you connecting your audio output(s) from your external keyboard to your computer?
 
Bob Bone
 

You CAN NOT record SD-50 digital audio.  You will have to record SD-50 ANALOG audio.  Cakewalk will not recognize digital audio and midi from the same interface.

Just to repeat, there is NO MIDI KEYBOARD!
I now have a solution that works for me, but thanks for all your suggestions.
 
There was a suggestion that a software synth would be better quality. Have you a suggestion that covers ALL the GM MIDI instruments, including steel pans? How much does it cost, or is it free?
 
 
Cheers
Don.