When you engage Sonars Share drivers with other programs
A) you need to exit Sonar and restart it for the change to take effect.
B) when you do A only the program with focus can access the driver.
C) if you set A and want to try with the option unchecked again close Sonar and reopen to effect the change.
D) if you have option D then any open program eg. RX4 can use the audio driver at the same time as Sonar
You could try opening RX4 before using it from the Utility menu (got it right that time) so only the audio needs to be passed from Sonar to RX4 instead of it having to open the program as well. Just a trouble shooting suggestion.
Have you mentioned yet what Audio interface device you are using? I mostly use an iPad for forum interaction so I can't see any info in your signature.
Open RX4 as a standalone program and make sure it is setup to use the same driver etc as Sonar. You. You might have to have Sonar closed while you do this.