I guess it could be the program selection.

And... that solved it!  Thanks!! 
 
Um....  Have I done any damage by changing the driver to ASIO and increasing the buffer size?  Doesn't seem to affect the audio.  
 
Does the ASIO=the PC's sound card, and isn't the Duo Capture bypassing it?

Oh, ASIO is an interface.  Between the soundcard and my Duo Capture.
 
Is that right?  

ASIO is a type of driver commonly used by more advanced interfaces, and is preferred for the Duo Capture. Choosing ASIO should ensure SONAR uses only your Duo Capture since onboard sound won't likely have an ASIO driver. I have a Duo Capture on a Core2 Duo laptop, and it runs well with the buffer at 160 samples.

Cool!  Many thanks for your help.
 
Meanwhile, another reply showed up on my email but not here.  It asked if the ASIO driver is working well, and, yes it is.
 
Now to adjust the buffer....

ASIO is the driver software being used by SONAR to communicate with the Duo Capture. Your sound card is no longer seen by SONAR when using the Duo Capture ASIO driver.

And it seems that, after I picked the ASIO driver, the buffer size is set.  (It's not allowing me to adjust it.)  Meaning it's going with the Roland's preset value?
 
All the sounds are working.  The trumpets sound a bit like an accordion, but they beat the patch on my synth, which is more of a comb-and-toilet-paper sound.
 
Awesome!  Thanks to all for your help!
 
Lee

Both, I mean!  
 

The buffer size is set by software supplied by Roland. Usually there is a client loaded in the notification area which handles the interface set up.

Cool!  That explains it.  Many thanks.