The shortest I have found to demonstrate the problem:
1. File / New / Use normal template
2. Insert Midi track
3. Import midi file in midi track. Check that it works (it will probably be output to a microsoft GS wavetable synth, depending on your setup)
4. Insert Dimension Pro, Choose a piano as a program. Check that it works by pressing keys on your midi keyboard
5. Change the output of the midi track to go to the Dimension Pro Track
6. Press play on Sonar's control bar
-> Check that you hear nothing when you play - at least that's what's happening to me
-> check that when you select the Dimension Pro track and play on your midi keyboard, nothing is heard
-> Bonus 1: check that changing the program in Dimension pro doesn't make it audible
-> Bonus 2: check that re-outputing the midi track to microsoft GS wavetable synth does work and you hear the notes.
Tested on latest version of Sonar Platinum : Everett