Hi, I've been searching the internet and cakewalk resources for days trying to find a straight forward explanation of how to use a midi event filter to filter out the sustain pedal on a particular soft synth.  My intention is to use sonar pro in a live setting and I want to use multiple synths at the same time but don't want the sustain pedal to engage all of the synths.  I understand how to open it, but I can not figure out how to use the settings properly and there doesn't seem to be clear instructions anywhere on how to apply it for this purpose.  Any help would be greatly appreciated!

Hi, and welcome to this forum. 
I am by no means knowledgeable about this, but does this help?
https://www.cakewalk.com/Documentation?product=SONAR%20X2&language=3&help=EditingMIDI.42.html
All the best. 

https://www.cakewalk.com/Documentation?product=SONAR%20X2&language=4&help=EditingMIDI.54.html
 

The detailed help for this plug-in is installed with the plug-in. The F1 key launches the help which always opens behind SONAR for me.
 
In this case, try

• Add the MFX to the FX rack of the MIDI track. If using and instrument track, the MIDI FX rack is available on the MIDI tab of the Track Inspector.
• Enable the Controllers filter
• Move the slider handles or click in the entries at the top and bottom of CC# and Value to the appropriate values

from the flurry of excellent responses I was able to solve this.  Many many thanks to all!

Glad you got it working