dwardzala
If you are getting MIDI in, then it is an output routing issue. Do you have other software (iTunes, browser, etc.) open when you are running sonar? Those other programs may have taken control of your output drivers. Close everything else but sonar and try.
Also, check your channel assignment in the VST to make sure it is the same as the input.
Only programs open are Sonar and Steam (which has to be up because I got Sonar through it). Took a screenshot in hopes that it might help somehow:

Like I said, you can see it's getting MIDI in, TTS-1 selected as the output, TTS-1 has its input set to Omni but isn't getting anything. Not that it probably makes any difference, but getting the keyboard to work on my desktop was pretty much effortless: plug in the keyboard, X3 recognizes it, set MIDI to it for input, open TTS-1, start playing. So it boggles my mind that the exact same routine isn't working here, y'know?