Ok....I create a track with Kontakt....load a piano......import a midi track from Guitar Pro.....the midi track will not play.....But if I choose to open the midi track thru the step sequencer the file shrinks a lot but it plays albeit not properly since everything shrunk. Has anyone had this problem? I know how to create a midi track and record like that but I have never imported a midi track.

Not sure of which version of SONAR you are running, but X3 and newer you can launch SONAR from right clicking a MIDI track (use "Open with...") and when SONAR opens it will automatically load TTS-1. You can insert a soft synth and shift-drag the MIDI to another synth easily.
 
Also, doing the above will import the MIDI file's tempo and set the SONAR project accordingly. I suspect the "shrink" you speak of came from importing a MIDI file into a project with a faster tempo. In that case, the MIDI will play faster than anticipated. You can also go to the beginning of the project and insert the proper tempo that the MIDI file was done in (and will only be simple if all the same tempo). If you have multiple tempos in the MIDI file, consider launching SONAR as mentioned above and working from there.

I figured it out.  When you load in a midi file from Guitar Pro and it has several files (guitar, drums, piano, multiple synths) the main track will work (usually piano) but all of the other midi tracks will not.  In order for them to work I had to change the input inside Kontakt to Omni then make sure it matched the other tracks.  Annoying but it finally worked.