How are you trying to "open" them in Sonar? Unless Sonar is set as the default MIDI player for your Windows installation just clicking the file icon will open them in that default player.The best way to get the file into Sonar is to use File>Import>MIDI, to import it into a MIDI track. You can also use the browser or drag and drop. If doing that does not work, is there an error message?
What are you planning to do with a MIDI event list in MS Word or CVS[sic] (I assume you mean comma separated values=CSV) format?