Johnny you are correct. If you are going to install older versions of Sonar along with new versions ( such as setting up a new PC), I stall older versions first.
If your going to do a custom install of some plugs from an older version, then you can do it no matter what version you have on the PC.
But if you do a custom install of a newer version, leaving out the plugs you already have installed, and then uninstall the older version later, you will uninstall certain plugs that are tied to the version of Sonar. Thus making them unavailable to the newer version and any projects that need them.