normeughdge
But how do I know what plugins are PDC induced, and what do you mean "run the transport for the first time?" Also, when I record, I record raw! No effects. I apply all effects after all my tracks are recorded.

"Run the transport" means start playback or recording (carryover terminology from tape recorders - like "dialing" the phone ). Once PDC is calculated and applied on that initial playback/record, it will continue to be active after you stop the transport.
 
Since SONAR doesn't report plugin delay, you just have to be familiar enough with your plugins to know which ones require PDC; it's usually noted in the plugin's documentation.
 
And note that the purpose of PDC is to delay all tracks that aren't delayed by the plugin to keep them in sync with tracks or buses hosting the plugin. So if you record a track, and then add a PDC-inducing plugin to it, new tracks will be affected by that. The PDC [override] button in the mix module can be used to temporarily override PDC on input-monitored tracks so you can record without latency (you'll be playing to a delayed output, so it isn't needed).
 
If you really don't have any FX plugins in the project until after everything has been tracked, it PDC wouldn't be a problem, but I don't know of anything else that consistently causes delay only after you run the transport.
 
Interface buffering latency would usually be present all the time, not just when you start recording. Nevetheless, I agree you should un-install ASIO4All, and figure out how to get the Roland working with its own native ASIO drivers rather than WDM.

Hi guys. I uninstalled the asio4all v2 drivers. And I already have the asio focusrite drivers, and checked to make sure i have the latest drivers and have configured them into my Sonar X3 Producer. It works! But I'm still getting the latency. I slid my asio buffer down to 4 then 3, and It's still there. But I believe I'm a step in the right direction by using the Focusrite Drivers. Here are some of my specs: I have a windows 7 premium, Service Pak 1. Processor Intel (R) Pentium (R) 4 CPU 3.40 Hz - 3.39GHz. 4.00 GB Ram, 32 bit. Using Sonar X3 Producer. Focusrite 2i4 Audio interface, and Alesis QX49 Midi Keyboard controller. I'm noticing at the bottom of the Driver setting page in Preferences, I'm showing: Input 11.2 msec/492 samples, the Output 15.2/669 samples. Total round up 26.3 msec/1161 samples. Does any of that make a difference? Also the Mixing Latency - Buffers in playback Queue is 2, which is greyed out, and the buffer size slider is all way to the left and is also greyed out. Not sure what any of that means. Appreciate all the help I can get. Thanks everyone! 

The buffer slider is greyed out when in ASIO mode, and the buffer is controlled by the interface software (the ASIO panel button should open the Focusrite window).

Try lowering the buffer in the Focusrite panel. Make sure the transport is not running and you may need to re-enable the audio engine after adjustments. For recording you will want a 10ms round trip. Also beware that this can raise CPU load, so is common to bypass FX when recording (when possible), but use higher buffer when mixing (at that point latency doesn't throw you). This is an adjustment to become familiar with for your specific system.

Thanks "mettelus," for that info. I have been adjusting the buffer, but I'm still experiencing some latency. And I'm not sure I know what you mean when you say to, "re-enable the audio engine," after making the adjustments.  Or Is that the same thing as "running the transport for the first time," as suggested by "brundlefly."  Which would make sense being that my latency problem seems to start only when I engage the transport.  But how do I get a round trip of 10ms? With my buffer down to 3, my Input is 9.2 msec with 404 samples, Output is 12.2 msec with 537 samples and my round trip is 21.3 msec with 941 samples.

You computer is a little under powered by modern standards, so therefore Focusrite drives are only allowing you so much. Your readings look about what I'd expect from that system. 
If you go to low on buffers you'll get dropouts.

Thanks "Catcus Music." I found out about the drop outs thru trial and error. 

Trial and error is the only way to do it (each system is specific). Here is an old post I made specific to tweaking settings inside SONAR. However, there are also system functions which can readily interfere with latency inside a machine. I recently did a reformat of this machine and made a specific focus as I brought it back online to kill all of those and will make a post on that in the next couple days.
 
As a start, there is a utility called Latency Monitor ("LatencyMon") on the left edge under System Monitoring on this page. That is a good utility to run and see what your system is doing to you (is downloaded in the "Free Downloads," also on the left edge).
 
Sorry for the curt reply earlier, I have been on a cell phone mostly the past few days. The Audio Engine is a button in the control bar (transport module below the clock). It looks like this, and is what turns on/off the audio engine in SONAR. When you make audio interface changes with SONAR open, sometimes SONAR will disengage so that they can again be mated properly. If that is off (or ever goes off), SONAR cannot make sound for you. It is one of those things to always check first in a "no sound" scenario, then mutes/solos, input echoes, etc.

Another think I wanted to bring up  is how many soft synths, or internal instruments can you use in a project before you start having droupouts, choppy playback or latency? Or what if I just wanted to make an entire song using just midi for all the music like, drums, bass, maybe 2 guitars, keyboards, strings and horns. Can I make a project like that or bigger without putting to much on my cpu or causing any problems with recording or playback, and still be able to add like some reverb and compression on my voice tracks?

Depending on how intensive the soft synth is, they can begin to eat up resources fairly quickly. It is significantly easier for a computer to "stream audio" rather than think about "processing each and every sample." Freezing synths is a common technique to unload CPU processing (there are others), but this essentially turns what the soft synth's MIDI track is telling it to do into an audio file. You can also unfreeze it later to do more editing to the track.

Thanks again mettelus. I didn't know anything about "freezing." But I do know the more tracks you have or the bigger the project the more problems you can have, as I've experienced this before. Something else I wanted to ask which is unrelated to the latency topic. On this forum, I see that everyone (except me) has an image of something, as You have a picture of a car. Also everyone's spec's  are at the bottom of their post. How can I add a image and include my specs like this?