Liquid Noise
Well I was doing this in SONAR X3. I was always recording my softsynth instrument track into an audio track...
The only way you would have been able to do this is if your interface/soundcard has the virtual mixer set to record from the output (i.e. "Stereo mix" or "What U Hear"). If you're using an onboard soundcard, you probably switched the record input in the Windows mixer to "Line In" or "Mic" at some point.
In any case, recording from you interface output is going to result in sound-quality degradation and/or latency issues. Check out the recommendations to Freeze/Bounce instead of recording, or just go ahead and put audio FX/automation on the synth output track to process the real-time output from the synth without rendering it to file.