Thanks so much for your help, friends. I'm really beginning to think it's my PCI card for FireWire. But I tried the configuration a third time, and wondered if you spot anything I did wrong:
1. I uninstalled the FocusRite Saffire sound driver software, and reinstalled from the original CD when I purchased the Focusrite Pro 40 (version 2.1).
2. I disabled all other sound devices, using Device Manager. Only Saffire is enabled.
3. I went into Windows Sound Devices Manager and configured both the playback and record on the Saffire software to use 24 bit/96000.
4. I doubled checked Saffire, and confirmed it inherited the 96000 sampling rate from the config.
5. Before using Sonar X3, I tested the routing presets. I get playback from the browser if I use DAW Tracking, and Mixing. I get absolutely no sound at all if I select "Loopback" for the preset. (I find that suspicious, but I could be wrong.)
6. So, I set up Saffire for DAW Tracking, but set up the Loopback 1 and Loopback 2 to use the Analog 1 in and Analog 2 In channels.
7. I brought up Sonar X3, and made absolutely sure that the ASIO config was set to 24/96000. I didn't know that
Sonar will inherit the 24 bit depth from Saffire, so that explains why it's greyed out. If I were to change the bit depth, I'd see the change in Sonar. I only had to make sure the sampling rate matched.
8. So, I can get playback just fine, but if I attempt to record anything off the browser, I get that same error message.
So unless I am still not understanding the configuration settings, I think ShmuelJoseph has a point. The PCI card I got for FireWire got a pass from Focusrite, but I still wonder if it's a cheapie. It was a standard PCI to Firewire card at Fry's Electronics.
Any thoughts, anyone? Again, thank you all so very much!
Corey