Just done it...
http://www.cakewalk.com/Documentation?product=SONAR%20X2&language=3&help=FileManagement.9.html#1117186 "
Click the Find button. SONAR searches the selected directory for audio files that appear to be unused by any existing projects, and displays the names of these files in the list.
SONAR searches the entire system for project files. Audio files in the folder or folders you decide to search which do not belong to any of the projects on your system appear in the Clean Audio Folder dialog box. If any corrupted or unreadable project files exist on your system, the Unreadable Files dialog box appears. It is very important that you restore any unreadable files from a backup before continuing, otherwise you risk data loss.
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It then showed me a load of unreadable files, what was really frustrating is that the windows was too small for me to identify exactly what the files were.
Before it states I can safely delete the files by pressing "delete" but there is no delete option as you can see above, or through the parent window.