Video documentation starts here. I don't recall which video formats are supported by Sonar, but not all of them. If your video won't import, try re-rendering as a simple AVI. Just find something that Sonar can read. Doesn't matter what it is, because after you've done your sweetening you'll have to use Vegas to render a final video anyway.

Thanks Larry,  The AVI format works great. I will check out the documentation link, I appreciate the help.
Regards, James

I use Vegas and SONAR all the time to put music to video. Just import the audio back and forth between vegas and SONAR using the import and export tools in either program. That's the simplest and least error prone way to do it and I have never had a problem with it.