I am glad it is working for you. When soft synths are inserted they default to "MIDI Omni" inputs (meaning they listen to all MIDI channels), and SONAR defaults to "Input echo" on the active track (only) which is the "half-lit" input echo button.
For recording by overdubbing (i.e. recording one track at a time) this is often all that is necessary to achieve recording. For a situation with "upper/lower," you could also Input Echo (full on) both soft synths, and leave them set to "MIDI Omni." They will both sound from the keys played on the A-300 that way as well (MIDI Omni will "fire" notes based on any input channel received). Many soft synths have the ability to transpose notes within the synth itself, so leaving it as Omni, you could then transpose a part by 12 (an octave) to get one to play a bass while the other plays an octave higher.
With MIDI channels, just be aware that Omni "sends or receives" all channels, and the Input Echo (or even recording) allows you to monitor (record) active tracks. If you have other questions, please feel free to ask. The tutorials included with SONAR are a good place to start with learning.