On some (not all) projects I write with Sonar X3 Producer, the lecture does not stop immediately after the last event but goes on for a number of measures. In fact it stops where the end of the project is supposed to be according to the transport module!!!!  However I cannot find evidence of any event in those measures and the option of stopping at the end of the project is already checked. One problem with this is that when I want to export such a project to a CD in a WAVE format, those empty measures are "recorded" crating sometimes a long recording of silence at the end of the song. I don't know how to cut or erase those empty measures. Please help me !

Have you checked the events list?
 
Try select all and apply trimming a couple of times.

I don't know if you are using any automation with the project, but when I have experienced the same phenomenon as you describe it turned out that I had a volume envelope that went longer than the actual audio.  The project would run until it reached the last node of the volume envelope.  It is easy enough to edit that envelope to match the length of the audio.

Welcome to the forum!
Sometimes the reason for such behaviour remains a mystery. I've had it happen between two normal auditionings.
First I listen to the song from start to finish, and the playback stops where it should. Then I hit "Play" again and now the project plays on and on and on...
The easiest way is to select the desired section for export in the timeline.

There are a number of things to check:
 
Hidden tracks/busses with events (including envelopes)
Ditto for archived material
Tempo changes
Meter/Key changes
 
Not all of these show up in the event list so you'll have to manually look at EVERY track/bus

One way to guarantee an export will start and stop exactly where you wish, after selecting the tracks, select a time range to export. There are several ways to make a time-based selection; click-dragging across the time line and using the Select options from the Edit menu are two methods.

I have this same issue on a few projects, I scoured all automations in track view and bus view and deleted every node that I find useless. It still runs +/- 10 seconds longer than I want. It is frustrating. I need to look into what Scook is suggesting.

Many helpful answers ! In my specific issue, it is RonCaird's answer that pinpointed what I should do ( and what I should not do) with volume automation nodes and envelopes. For the moment it seems to solve my long lasting problem.  Thanks to all !

keneds
I have this same issue on a few projects, I scoured all automations in track view and bus view and deleted every node that I find useless. It still runs +/- 10 seconds longer than I want. It is frustrating. I need to look into what Scook is suggesting.

Try selecting in the timeline from the desired end of the project past the point where it ends. Then Cut special and check everything.

That ⬆️⬆️⬆️⬆️⬆️⬆️⬆️⬆️ is absolutely the way to do it. Thank you Craig