I assure you that EZkeys will send midi out to Dimension Pro if you know what you are doing. I had it set up and running within about 5 minutes.
Here is the key thing: Do not use an instrument track. Use the separate midi and audio track option. Make sure you enable midi out in your INSERT SOFTSYNTH OPTIONS window when you add your EZkeys tracks.
Then open your softsynth properties for EZkeys and select the Midi Out option in the EZkeys menu.
Insert a softsynth again and choose Dim Pro. Load a sample set into Dim Pro. Make sure you are getting sound out of Dim Pro first.
Now go back to the midi track for EZkeys and set the output to go to Dim Pro.
Open the Synth Properties for EZkeys again and make sure FOLLOW HOST is selected. Now drag the midi clips from the EZkeys browser into the EZKeys songtrack. Turn down the volume on the EZKeys output knob.
(EDIT: Actually, the knob setting won't matter if you have the EZkeys midi track output set to Dim Pro. In experimentation to see what you could have done wrong I ran into an issue where if the EZkeys midi track input was set to NONE, no midi would go to Dim Pro. However, if I set the Dim Pro input to Omni or EZkeys, I would get sound again. Another odd thing I discovered was that if I set the output of the EZKeys midi track to Dim Pro and the input of Dim Pro to EZkeys, it would double the volume. I think this could be a SONAR bug. ) Rewind SONAR and press play. You should now hear Dim Pro playing the content of the EZkeys Songtrack.
Here's something to keep in consideration: Although there is one advantage to composing your midi keyboard track in EZkeys, there is also one drawback. EZkeys will be subject to latency from the midi output. So just like playing a live keyboard with a high latency setting in SONAR will cause the audio to come out delayed in any softsynth, you will have the same thing happen coming out of EZkeys. Therefore, do your keyboard tracks early and freeze the audio.
Otherwise copy the midi in the EZkeys song track and drag it into SONAR.