Interestingly, I had problems at first too. Things just didn't work. SONAR would crash upon opening, UI glitches, various weirdnesses. It was late, so I went to sleep and figured I'd say something on the forums and write emails to Cakewalk with issues after I'd had a chance to quantify the issues a bit more.
So the next day I started SONAR and everything worked correctly, and has been working fine ever since. I can't help but wonder if some of these things are Windows update related. Sometimes it doesn't seem Windows updates don't "stick" until after a restart or two, and I wonder if SONAR comes along for the ride.