I can't remote control VST FX using their native learn functions from my MIDI controller in Splat. VSTi's no problem. I've tried every VST I have that has a learn function (none of the VST's that ship w/ Sonar seem to), and none of them work.
For example: Fabfilter ProQ: "Click a control to activate it for MIDI learn mode" CHECK. 
"Move a slider/knob on your MIDI controller to associate it to Band 1 Gain" CHECK.
--> Nothing happens. 
However w/ VSTi's this works fine. So I tried configuring VST's as synths but that didn't work. 
What is wrong here???

Starting with X3 there is no need to configure an effect and a synth.
 
Select "Enable MIDI Input" in the VST2/3 drop down in the plug-in header.
Add a MIDI track, input set to your controller, output to the plug-in.
Set Echo on the MIDI track
Enable MIDI Learn in the Plug-in, train the plug-in, turn learn off.
 
Act is another way to control plug-ins. My controller is to anemic to use ACT.
Remote control w/ an automation lane is the third way, I describe it here http://forum.cakewalk.com/FindPost/3272043
 

scook
Starting with X3 there is no need to configure an effect and a synth.
 
Select "Enable MIDI Input" in the VST2/3 drop down in the plug-in header.
Add a MIDI track, input set to your controller, output to the plug-in.
Set Echo on the MIDI track
Enable MIDI Learn in the Plug-in, train the plug-in, turn learn off.
 
Act is another way to control plug-ins. My controller is to anemic to use ACT.
Remote control w/ an automation lane is the third way, I describe it here http://forum.cakewalk.com/FindPost/3272043
 

 
OK got it. There's no need to use a plug's native MIDI learn now that we have automation lanes yeah? I like it.

Notecrusher
OK got it. There's no need to use a plug's native MIDI learn now that we have automation lanes yeah? I like it.

That can be plug-in dependent. When you use Automation/ACT (ACT is using Automation API), plug-in can not detect the input comes from MIDI. So, your MIDI controller (0...127, discrete) is first mapped to automation range (0...1, float) and then plug-in maps it to parameter. In case of direct mapping, plug-in has the knowledge about the source and its resolution. And so plug-in has a possibility to implement mapping better.