Hi I use the Duo-Capture Ex with Sonar X1 and X2 producer. It works fine for me.
Start checking the settings on the Duo-Capture. When plugging in a guitar directly use Input 1, if you connect an amplifier use Input 2. Set the Sens pots on the front of the Duo-Capture between 1 and 2 o'clock. Plugin a headphone in the Phones jack and make sure that the output pot is not overdriving your head phones.
Setup Sonar for ASIO drivers, normally the default ASIO setting is OK. In your track set your volume properly. This should do it.
Jan