I have muted every track and I can still hear all of them. When I solo a track I can hear all the other tracks. 

Bug? Or I'm doing something really stupid?
 
Sonar Platinum
Win 7

OK just a further piece of info- I muted the master track and that finally muted  everything. So it's somehow related to the routing 0f the buses?

All MIDI and soft synths? There's a bug in Platinum that muting a drum-mapped MIDI track will not mute the output from the drum synth; you have to mute the MIDI lane(s). But that would not apply to anything without a drum map.
 

Try muting the various buses and see if you can put your finger on the one letting the signal through.

Subgroup one is allowing only the vocal and the 2 guitar tracks through. But when I wrote earlier all of them were coming through when everything was muted. But now they will mute. But not the vocals and guitars. I can't reproduce them all coming through when everything is muted.   Am I nuts? I don't ever remember not being able to solo something or mute everything and still being able to hear every track. (I've been a Cakewalk user since Pro Audio 8)

And one other thing that's buggy. The input echo button on one of the drum midi tracks won't click off.
 
I appreciate he help

Are the solo and mute "lights" in the control bar working as you'd expect? I.e. If the mute button in the control bar is lit up then something is muted and if it isn't nothing is? Same with the solo?

I'm just wondering if you've inadvertently set up a mute/solo track grouping somehow which means when you set some tracks to mute it unmutes some others.

As for the MIDI input echo, is it the currently selected track? If so the "always echo current track" setting in the MIDI prefs might need changing.

tlw
Are the solo and mute "lights" in the control bar working as you'd expect? I.e. If the mute button in the control bar is lit up then something is muted and if it isn't nothing is? Same with the solo? Yes

I'm just wondering if you've inadvertently set up a mute/solo track grouping somehow which means when you set some tracks to mute it unmutes some others. I would think that would involve something more than just muting and soloing tracks?

As for the MIDI input echo, is it the currently selected track? If so the "always echo current track" setting in the MIDI prefs might need changing. No it's not the currently selected track.

OK I punched the post button on the vocal and guitars and now they mute without having to mute the Subgroup 1 bus. I'm not used to having the default be pre. But I still don't understand why when I first started this post I had everything muted and I could still hear everything. If it happens again I will post about it. Thank you for all the help guys.

This happened to me also, but it was with a Drum synth with multiple mid tracks and drum maps, so I assumed it was an instance the bug described by Brundlefly above.

And some one had this problem the other day and found they had hidden tracks from some out takes. But your was a simple signal path issue. 
I had a similar weirdness and turned out Sonar had somehow created an extra copy of the Master buss and it was off screen.. It was even weirder because one was master and one was Master.