Lynn, I've seen this before. It's a 3rd party plug you're using bringing it on and should have nothing to do with Sonar itself.
As you may or may not know, I beta test for a few plug companies. In my beta work, sometimes the beta plugs cause this * to show up and you don't even need to do anything new to the project. I can save it and re-open, and upon re-opening, there's that * again. If you try to open the project in Sonar's safe mode while doing a process of elimination on the plugs, you'll eventually find the one that is causing this. I've had this issue so many times, I can't even begin to tell you...and it IS frustrating. But it's NEVER in my experience, been Sonar's fault.
As soon as I got the final version of the plugs I was testing, the * went away. So try it and see which one may be causing you the problem. That's the only time I've encountered this problem religiously. Hope this helps...best of luck my friend. :)
-Danny