Jesse G
I think I will stick with using a 1/4 cable from the Korg TR audio out, to the Octa- Capture 1-4 inch in and record audio that way.
Thanks all,
Peace,
Jesse G 
You have to have the korg connected via 1/4 to get the audio into the computer what ever the midi configuration.
Although you are currently giving-up, knowing how to get this done is useful for many reasons.
Can you send MIDI to sonar and record it on a MIDI track?
On page 122 of the manual is found:
This instrument does not respond to incoming MIDI
data
• Are all MIDI cables connected correctly?
..............................................................
[lang="ja"][lang="ja"]☞p.12, PG p.233
• Is the MIDI data being received on the channel on
which it is being transmitted? ...................
[lang="ja"]
[lang="ja"]☞PG p.129 Unfortunately, the manual I have does not have a page 233.
And page 129 is the index.