I have run into all kinds of problems whenever I have the audio interface shared between Windows and applications like Sonar, so I just never ever never do that anymore - and don't ever have those kinds of problems anymore either.
Perhaps you could test out what happens if you set your Windows Default Audio Device to something else - anything but your interface, and then see how Sonar and these other applications behave.
I always make sure only a single audio application accesses my audio interface at any one time, as I use ASIO drivers, and it gets flaky for me if I DO try to have multiple things going after the drivers.
So - maybe you can test out the above and post back?
Also, what ARE you using for an audio interface, and what Driver Mode in Sonar are you using? (Preferences>Audio>Playback and Recording)
Bob Bone