bitflipper said, "Melodyne saves projects in its own proprietary format. You have to export the tracks as waves (File -> Export), and then they can be easily imported into SONAR."
Sorry for the delay in responding to all these helpful answers. I was not sent the responses even though I had checked the box that requested them, and I thought I was not getting any responses at all. Finally I went directly to check.
My problem was that I was trying to
Save the Melodyne file as a .wav file, which it will not do, and Sonar will not recognize the Melodyne format (.mpd). But when I
Exported it instead to a separate folder, then I was able to make it a .wav file, which I was then able to open in Sonar as an audio file in a new project.
Thanks to bitflipper and everyone else for the help......Don