Thank you both for your replies. I had two things not configured correctly.
a. I selected the Analogue + Digital preset (I love how they spell Analog

) and tweaked it for my specs.
b. I then saved it as a snapshot for future use.
c. In SONAR I forgot

to select the Focusrite USB MIDI In under MIDI -> Devices.
d. In SONAR I unchecked all Audio Devices -> Input Drivers except for Focusrite USB ASIO Input 3 (That's the ONLY one I use)
Once I did these things, like magic everything works!
Again, thank you all for your input.