A thought - the "device does not support current audio format" message might be caused by the project being set to use a sampling rate the Realtek chip can't handle. Or of the chip can handle the sampling rate Sonar can't set it to that rate for some reason. Sometimes this is because another application or Windows has reset the sampling rate, in which case checking the "share drivers with other applications" check-box in prefeences isn'tx ticked might help.

Yes now I see your problem and like the rest I highly recommend you purchase an Audio interface if at all possible. If money is real tight then you can get by using the new Wasapi driver mode. I'm using it with Home Studio on a Laptop but I'm only using MIDI  and VST's. You have to be careful with overdubbing audio  in Wasapi mode because tracks might be out of sync. This is why a good audio interface with good ASIO drivers is paramount to using Sonar properly.  
The scarlett Solo is certainly the cheapest of the lot,, but I always advise to make sure you get the interface that has the exact ins/ outs and connectivity you will need now and in the future. 
Example, the Solo doesn't have a matched stereo input, so transferring from your Marantz will not work, and if the Marantz has SPDIF you will want an interface with that and so on. 
 

Thanks so much everyone. I have ordered the  Focusrite budget  interface (recommended by 35mm) and I have updated to the latest software. I reinstalled some things , changed audio mode , changed back, and it works OK for the moment. The main thing is that I undertsand a lot more about what I need to do. So thanks again everyone !
Gill