EDIT: Yes, you do have to set "Wait for keypress" for each song. Or, you can mix it up if you like. Have some wait, some play immediately, or some play after a delay.
 
EDIT: Sorry, I already asked this question months ago. Oops. Still not working! I'm going to try the suggestion of setting each song's start individually.
 
Sonar HS Play List function. So many problems. It purports to have a "wait for keypress" option, but it doesn't. It just merrily goes ahead and plays the next in list. Has this been a problem forever? Only on some platforms? Any workarounds? 
 
Thanks.