Just bought the Tascam this week. It works perfectly in every audio app I have except Sonar Platinum.
It even works in an earlier version of Sonar.
When setting the ASIO drivers the US 4x4 drivers show up and can be selected. I still have some M-audio drivers for delta card which I deleted but have re-installed - working ok. Once I hit apply the Tascam drivers disappear. Shut Sonar and re-open and they are back - can't get any playback.
Downloaded and tried Reaper - no problems.
 
Any ideas before I see if I can send it back? Thanks

I found issues with having a PCI sound card taking over all the time and had to completly remove the device and the drivers ,, this was with my Tascam us1641. The PCI audio card was like a Delta type and made by Card Deluxe. It used good ASIO drivers but had no headphone jack etc . I still use it in another office computer. But every time I turned Sonar on it would grey out the Tascam drivers. 
So you might have to completly remove the Delta. 

Uncheck the other ASIO drivers.  ASIO will only allow one driver to operate at a time, although you might have a lot of ASIO drivers.  I think the first ASIO you put on the computer always is at the top and the first driver checked. 

Thanks. I actually uninstalled all other drivers still no go - works in everything other then Sonar Platinum???? ANy other suggestions appreciated - Haven't removed the other card yet will try that tomorrow.

I use Platinum with the US-4x4 for my desktop and with the US-2x2 for my laptop, and both work fine...I highly recommend calling Cakewalk tech support. There's not really enough data here to be able to help efficiently - tech support can do follow-ups to questions, and I think they'll be able to resolve the problem rapidly. It sounds like there's some "switch" in SONAR that needs to be flicked.

Check Vastman's Post in this thread.  I'm wondering if your issue was similar to the one I experienced with the US2x2
 
http://forum.cakewalk.com/SOLVED-Problem-Getting-Audio-Interfaces-to-Work-with-Sonar-X3e-Producer-m3233659.aspx