I have had Sonar products for 10 years, going back to Home Studio Version 4; then X3 and most recently Artist.  While I still prefer the first program I have, I went to the newer ones so as to continue getting their support.  My latest problem, which I submitted to them and for which they suggested I go to the forum, is why does the drum track on a few of my midi files not play in Home Studio, but does in X3 and Artist.  They could not answer this question and suggested I go to the forum, which I am now doing.  I have over 1700 midi files and am always getting new ones, to which I change them around, i.e., make them longer, shorter or change the keys. If anyone has an answer to this situation, I would appreciate hearing back.

You also have not stated what synth and type (VST or hardware)you are using to hear the MIDI file.

We really need more information.

Some MIDI files need a program change event at the start of the drum track or else they get played with the default patch (Which on an XG or Roland GS device, for example, is a piano) 

When dealing with a lot of midi files, I find it best to preview them with the TTS-1 which is included in all versions of Sonar. 
This is simple to do with all new versions of Sonar  ( not sure about older versions) 
 
Make sure you have nothing selected in your midi output dialog. 

Now when you OPEN any midi file TTS-1 will be inserted and it will play the song instantly. Super fast way to get started. This works in the latest version of Home Studio as well.