I would do this:
• At the start of the track, set both Controller 7 and Controller 11 to 90 (or some other value that is not at the bottom or the top).
• Highlight the region for the fade.
• Go to Insert | Insert Series of Controllers. Use the dialog box to fade controller 7 them from 90 to 0. (Of course, you may not want to go all the way down to zero.)
• Now if you want things louder or software, you can just change that one instance of Controller 11 to a higher or lower value.
• **OR** instead of using Controller 11 at all, you can highlight that range of controller 7 events and use Find/Change to change Controller 7 from 0 to 90 to some other range (like 0 to 70 for quieter or 0 to 127 for louder).
Frankly, I don't use Controller 11, and I just use Find/Chnage to change my Controller 7 value—but using Controller 11 as an overall volume makes sense. I just got in the habit of doing things the other way.
Now I don't change MIDI volumes in most cases: I automate the audio track or bus.
NOTE: I find that Sonar inserts too many controller and pitch wheel messages. Controllers are not usually a problem, but the huge number of pitch wheel messages Sonar inserts can really slow down your computer. There are CAL programs to thin out Controller or Pitch Wheel messages. When I use those, I go to the event list and unselect the starting and ending values so CAL doesn't remove them.