As sonar gets filled with more and more useless visual stuff, and we respond by buying new video cards and multiple monitors, the location of dialog box popups becomes more and more important.     I move a particular dialog to one screen, where I can reach it with an easy mouse move.   Does it stay there?  NO.      Maybe this is a 'feature request' but it seems more of a bug to me. 

It could also be related to settings with your graphics card driver.  On an earlier GeForce card I owned there was an option within the Multi Screen configuration dialogue to state your preference where popups occurred, such as, Primary monitor, secondary monitor, where the pointing device was located monitor.  However the last two graphics cards I have owned these options have not been available within the graphics card configuration dialogue.
 
Perhaps you may like to check if these options are available within your graphics card driver, if not then make it a feature request here to Cakewalk that the position of such Popups can be controlled and determined within SONAR'S preferences options.