I think everyone should chant this mantra for our new beginner!
"Get a better audio interface, Get a better audio interface, etc,etc,....."
All kidding aside, either turn off or get rid of the soundblaster and get a more professional grade audio interface and you will be more than half way there with your setup.
And, a great big "Welcome!" from all of us here!

MadMusicologist
Any sugguestions, John, about the sound card?
First CREATIVE talked me to get a Sound Blaster XFi-Xtreme, then I had to find out that one does not record anything and is useless with a DAW. :-(
Then I got the Audigy Rx, put it into the PCI slot: And I had to rebuild the entire system which was frozen at absolute ZERO. :-(((
So you understand that
1) I am very cautious at putting any other sound card into any PCI slot, and
2) I tend to think that CREATIVE isn't such a good choice. But I like the SoundFont Technology they have, because I've got quite some exotic instrument samples which I love to use from time to time.
B.T.W., as a newbie I might dare to ask: who's "Cj" ?
Thankx.
 

You can get a free soundfont VST, I think even cakewalk use to have one but I'm not sure.  The last time I used soundfont tech was in 2010 but I have a number of soundfonts floating around because yes there is some great exotic stuff.  Just look for the soundfont files inside the soundblaster files and copy them.  Then load them into the vst soundfont player and then sequence or play to your hearts content.
 
Ben

John
Don't let Cj know you are using a Sound Blaster. Really, all kidding aside, you do need to get a proper audio interface. 
 
And yes the sound card is to blame,

I remember years ago saying I was using a Creative card and breakout box when I had a problem and was quite unprepared for response from this forum. Fortunately I took it as good advice to lose it and the Soundblaster was soon put out to pasture.
You can't beat using a device whose primary function is music making rather than conveying the sounds of someone shooting aliens!

Grum.

Ok so far,
Asio4all is out, then I found out that the software for my CL soundcard was 32 bit (when inserting the CDrom the system always suggested to install the 32bit version, although my machine is 64 bit), so I used the recommended download again and: transport works.
But then I am again frozen. The Cakewalk TTS-1 sounds as if all sounds are processed by ringmodulators.
But only the TTS, if I play the same file as .mid with default GM instruments, there is no distortion whatsoever.
So I am wondering now what is happening to the DirectX-machine.
I checked again the soundcard settings, as they have some stuff about EAX effects with the card software. But there, all effects are OFF. (Also in Cakewalk's TTS-1, all effects are off, even no reverb at all.)
Strange, and sounds interesting: but only for a short while. ;-)

Thankx for all the other replies, I shall search inside Sonar X3 if in "Studio" there is that .sf2-player that I once used in a track in Sonar X1

The soundfont technology is getting very old in the tooth and there are a lot of software soundfont players available that should work pretty well with a machine as powerful as yours, so that would not be the reason I would choose soundblaster. Not to say that a pro-audio interface is not a good idea in the long run, but it sounds like you are not using the right drivers for a card that might well work for you if properly set up. The Creative Soundblaster Audigy 5 / Rx lists ASIO 2.0 support/drivers in its specifications, so ASIO4All would be a bad idea. Rather than just spending money, it might be educational to get the card you have set up properly and then decide.
 
Blue screens are not just a color, they also give you quite a bit of information about what the problem actually might be. Bad drivers can be a cause of certain errors, but just because you have a problem does not mean it is due to the soundblaster device.
http://www.techradar.com/us/news/computing/how-to-diagnose-and-fix-blue-screen-crashes-595800
http://www.dedoimedo.com/computers/windows-bsod.html
 

Ok again, which sound card suggestion please? Should I better use an internal one or better external?
The price should not exceed EUR 100,-- since I expect the softsynths included in Sonar (and other DAWs) are doing a good job, and the sound card it self is only interesting concerning the recording, and MIDI syncin.
Please correct me if I am wrong.
Here in "good ole Europe" night has come. Have a good day over there.
And thankx.

Take a look here http://www.thomann.de/gb/audio_interfaces.html there are dozens of good interfaces for under or around €100

You'll notice there are no soundblasters listed...

Honestly that price range is very tight for something serious. But you can still end up with better results than the Soundblaster. For now, are you using the Soundblaster with its own ASIO driver? Try increasing the buffer size a little to see if the "ring modulation" goes away. Also, what do you mean with "default GM instruments"? The Microsoft GS Wavetable synth? I seem to recall that shouldn't be available in ASIO mode (which would indicate you're not using that), but I could be wrong.

Hi everyone,
thanks, thanks, thanks!
I took the "educational way" and educated my sound card to properly communicate with Sonar X3 Studio. ;-)
The hint about 64-bit drivers for a 64-bit system finally made the way.
After downloading that driver file, I only had to choose the appropriate driver set to have the clear sound I expect.
So far I can mark this post as "closed".
One more little question please:
In a new project in X1, a MIDI-track used to show all the buttons to assign MIDI-in channel, device, MISI-out channel, bank, patch. In X3 I have to do quite some clicks to see those. How can I make it a default behavior that X3 displays those buttons as does X1?
It seems that the terminology is hard to translate. I see the help pages in English, but my installation language is German, so sometimes I keep wondering which expressions correspond - and Google translate is even worse that CL ;-)))