The ASIO driver specification means that usually only one audio device can be used by Sonar if you use ASIO drivers. There are some exceptions in that a few interface managers write drivers that will allow more than one of their interfaces to be used at the same time, but I doubt the Boss unit is one, and if it were you would need another Boss to make this work.
ASIO4ALL can be useful if the only soundcard/interface available is the one built into the PC. It is not a true ASIO driver though, and has been known to cause problems for other audio drivers on the system, including ASIO ones. If you do install it and manage to get it to work I don't know if Sonar will allow you to use it with the Boss driver as well, I've never tried this.
You can use more than one interface/soundcard if you use Window's WDM drivers (if the Boss and soundcard have WDM drivers) or if all else fails Window's MME drivers. Id you are monitoring whatbyou are recording through Sonar's track echo function though you are likely to have big problems with latency using WDM and certain to with MME drivers.
I'm not sure how you are recording the guitar? Are you recording audio from the Boss, that is without also recording the guitar amplifier? If the ME-25 has amplifier simulations and you are using them then one answer might be to use the monitor instead of the guitar amplifier (because it's output will not be being recorded in the first place).
Your best answer is probably to look for a USB audio interface that has multiple inputs and outputs and ASIO drivers and use that to do all the audio input and output from Sonar. If that is not possible it might be possible to use the PC's own soundcard with ASIO4ALL if necessary, but I would avoid that if possible.