It is not clear which Cakewalk product your are trying to use.
My best guess is you are using a 64bit version of SONAR and the project created in HS4 rely on 32bit DX plug-ins. Some older 32bit DX plug-ins were never ported to 64bit.
If this is the case, the best solution is install the 32bit version of SONAR and if the DX plug-ins are no longer bundled with SONAR, install them using the HS4 installers.