I have experienced this before but hadn't had the time to trial and error - until today.
 
For some reason Sonar is not recognizing input from the 37Pro.  I have two controller keyboards; iRig 37Pro (USB) and  Peavey DPM C8 (MIDI-> MiDiPLUS Tbox 2X2).  The Peavey plays everything just fine.  I've tested with Cakewalk, NI, UVI, & IK VSTi's. 
 
Funny thing is, Studio One, Reaper, and even Harrison MixBus recognize both inputs immediately.
 
Can't figure it out.  Does Sonar do something funky under the hood with it's MIDI input devices?  I honestly can't remember if the 37Pro worked with Sonar out of the box a few months ago.
 

I use one of these with no problem, but what was your solution in case it happens to others?

Sorry, wife pulled me away and the rest is history.  Here ya go...
 
Okay, another one of those duh! moments.  Checked Control Surfaces and the 37Pro was listed as a Mackie Control device.  Changed it to Cakewalk Generic Surface and all is heaven again!