hi friend i use that very controller and i have no issues.
i am not sure what level of user you are and hope to not seem condescending etc...because i am no 'expert' and have been using SONAR for less than a year. I used Cakewalk 9 ...mostly because i had a lot of gear and hesitated away from my comfort zone knowing that there was a large learning curve moving to sonar platnum and vst's
first thing, first...either go the the 'EDIT" menu tab and click preferences, or just press the default 'p' button...under the MIDI option click the "devices" tab.
Make sure the LPD8 box is selected....under the input area. If you do not see you LPD8 under the input choices...then something has gone wrong in the setup/recognition of the device. But if the pads work as you stated, chances are this is not the issue.
so....i will assume a few things: 1/ you are using VST instruments and not midi (but even if not it is the same procedure i think)
2. you freeze your vst tracks.
once a track is 'frozen', you go down to the vst instrument your midi track is inserted to (it has the keys icon)...go to right in that track to where your volume control box is...
then, right click over the volume box. Right near the bottom is the choice "Remote Control". Left click that option.
now, under 'channel messages', click "controller"
now click on the right hand side..."Learn"
to the left is a number field choice....as the LPD8 of course only has 8 control buttons....choose from 1-8 for that instrument. Click "OK"
go back and see if the volume field is moving when you turn the corresponding knob.
taa daa.
hope that helps friend.