scook
Most windows programs do not use ASIO.
One thing not mentioned so far is sample rate. Windows and SONAR should be set to the same sample rate. The interface can only run at one sample rate at a time and may have trouble switching back to the Windows sample rate (assuming it is different than SONAR) after running SONAR.

 Cheers - I'm using Saffire for everything - so basically all my sound comes from that soundcard.  I don't think that there's a way to set a sample rate in Windows, is there?

The Saffire still has drivers other than ASIO or applications that expect a regular Windows driver will not work. Very few apps use ASIO.
 
Here is how to configure the default playback device in Windows:

• In the Windows Control Panel, open the Sound tool.
• In the playback tab, click on the default device.
• Click the properties button
• Click the advanced tab in the Properties dialog to set the default sample rate and bit depth.

 

scook, I think that may be it.  If you are using a different sample rate in Sonar, and Windows can't switch it back, you will get silence.
 
I ran into that a while back, but forgot about it.   I just leave Windows at 24-bit, 44100 Hz, and also use that as my audio setting in Sonar.  Have not had a problem since. 
 
I use ASIO in Sonar, but Windows users whatever it uses.  If I try to start another audio app that uses ASIO when Sonar is still running, I get an error that driver is not available.  ASIO can only support one client at a time.  The Windows issue has nothing to do with ASIO.
 
But it is possible to share your audio interface, using different drivers.  Everything must be at the same sample rate and bit depth.

abacab
 Everything must be at the same sample rate and bit depth.

Pretty sure bit depth does not matter but sample rate is a different matter.

Simple solution is use your audio interface for DAW related work and use onboard sound for everything else.  I learned that trouble free lesson over a decade ago.

Thanks for the responses, guys - I thought that the bit depth/sample rate might be the thing, but I've synchronised them and the issue is still there.  Have to use the Focusrite box, as I don't really want to be buying more speakers...
 
I'll keep plugging away at it.

Windows quit messing with me when I just left everything at 44,100 Hz.

Check the Default Playback Port (Control Panel>Sound>Playback tab)
Make sure the selected port is the one connected to your monitor speakers.
Play some Windows audio... and you should see the meter bouncing (next to the selected Default Playback Port).

OK, I'll close this out as resolved, although I don't quite know why.  As of this afternoon, I can let multiple apps (Sonar/Opera/Media Player) use my sound card without having to disable then re-enable it.
 
Still have no idea what went wrong, or how it was fixed...
 
Best guess is that it was a combination of different things, sample rate mis-match, various tick boxes.  Bizarre though, how it was working fine for years, then suddenly caused grief for months.
 
Cheers for the help, guys.
 
Mark.

Cross fingers, Mark. I had a similar problem that persisted for a few weeks and then magically went away. Now it's come back after a 2-month hiatus. Symptoms are similar, insofar as Windows audio is lost after closing SONAR. But dissimilar in that it sometimes goes the other way: no audio from SONAR after watching a YouTube video.
 
I am also a Focusrite/MixControl user over Firewire. I found that forcing the interface to reset itself would bring audio back, which I effected by changing the buffer size. This makes me suspect that the Focusrite driver or hardware may be at fault, or conceivably the Firewire driver or hardware.