In ProAudio 9 and Sonar Home Studio 7, first make sure no tracks are selected. Then set the current time marker (the WOW time) to where you want to do the insert by clicking at the start of the measure in the time ruler (where the measure numbers are shown at the top of the track view). Then use the Insert menu to Insert>Time/Measures....
The dialog box will let you change the insertion point (if needed), select the number of measures to be inserted (make sure the Measures radio button is selected) and what events to slide to the right when the new measure is inserted.
If a track is selected when you do the Insert>Time/Measures.... operation, then the insert happens only in the selected track.