I haven't tried this yet in Sonar but I used to do it in Pro Tools. I seem to remember it being much more of a pain than setting up multi-outs in NI's Battery, which is so easy it's not even funny. One thing I have a vague memory of was having to restart everything after setting up the outputs in Kontakt, because Pro Tools didn't recognize them straight away. Hope that helps. 

make sure to use the Kontakt 16 out dll.

Hey Rahzorwit, the link to your file doesn't work anymore.  Could you upload it again and post a link?  I need to sort this out for myself.
 
Much appreciated,
 
Ryan