Thought I might share this in case anyone comes across this problem while installing on of the Sonar versions, here's what I did to fix it......
I was just trying to install Sonar Platinum using the new Command Center and after a minute or so I received the following message:
Setup was unable to create the directory "E:\Cakewalk Content
Error 3: The System Cannot find the path specified
Now I've recently swapped my Samples disk (in my case drive E) for a mapped network drive and the Command Center wants to write to that specific drive, because my Sonar X3 content is installed there, but it can't because it probably doesn't have the system rights to do so.
To fix this, I simply moved the 'Cakewalk Content' directory to another (physical) Hard Disk location (in my case G:\) and then changed the location in the registry. The specific registry line can be found at:
HKEY_LOCAL_MACHINE/SOFTWARE/Cakewalk Music Software
'ContentDir'
Then click on contentdir and change your drive letter. (In my case
E:\Cakewalk Content to
G:\Cakewalk Content) After this I opened the Command Center again, did a reinstall and it worked without any problems.
Hope this helps.
*edit*
NOTE: Try disabling your firewall first.