But, wouldn't setting the changing the tempo to 60 BPM make the MIDI file play slower anyway.
Or do you wish to change the designated tempo of the MIDI but have it playing at the same speed?
If that is the case, what you can do is load the MIDI file into Sonar normally. Then change the tempo to 60. At this point the some will play 0.6 times slower. To get the MIDI playing back at its original speed, select all MIDI tracks, then Process | Length, make sure Start times and Durations are ticked and enter 60%. That will get the MIDI to play at the original speed but change your tempo will remain at 60 BPM.
Bear in mind, if you do this, then the notes will likely no longer be aligned to measures.