I am not sure what happened but I installed Sonar X2 from scratch. I am missing some plug ins as well as Guitar Rig even though I installed them.
 
Any ideas?

I don't recall GR being included in X2 but assuming you already own a copy and have it installed, I'm sure someone will chime in to ask you to confirm the path in the VST scan.  
 
FWIW, I just reinstalled GR4 on my laptop. Downloaded the files from my NI account. Installed the original release first, then the upgrade. Reauthorized as a standalone, then scanned within Sonar. It hung up on the first scan, had to shut down Sonar, but managed to find it on the 2nd try. Working now. 
 
I'm running X3e producer. 

Guitar Rig might have come from Guitar Tracks Pro 4.  I got it with something and then upgraded to the latest paid version.

I believe Guitar Rig went away after X1 - here is the list of included plugins that came with X2:
 
http://www.cakewalk.com/Documentation?product=SONAR%20X2&language=4&help=Plug-ins.1.html
 
If you still have X1, I would suggest you recover Guitar Rig 4 LE from there.
 
Hope that helps, 
 
Bob Bone
 

Got it fixed, thanks guys. I just uninstalled it, downloaded the latest version from NI and re-installed it and now its showing in Sonar again.
 
Cheers!