This most likely isn't a Sonar problem, I've seen this happen in several different programs, I think it's a plugin issue, (almost always certain VST plugins IIRC), and I have a guess as to why.
When the project is playing, all of the plugins are filling their data buffers, processing the data and then outputting it, everything's fine.
When you stop playback while the audio is active, (in the middle of the song for instance), most plugins will flush out whatever data is sitting in their buffers, some however, do not, so when playback is restarted the first thing that those plugins will do is process and output whatever data was sitting in their buffers from before, there is your "ghost" audio.
I always setup at least 1 second of silence (empty space) at the beginning of all of my projects, before doing a mixdown I'll play and stop inside of that silence once or twice to allow those problem plugins to clear out their data buffers.
:)