I had the same problem.
I use alot a free VSTs, too. The manual had the following suggestion to fix that problem. Workes for me every time, I encouter this problem and even if Sonar is not in Admin-Mode, it should work fine ;-)
Note: In case of problems please read the following. Upon starting the plug-in for the first time a number of files are automatically extracted to your VST folder. On Windows versions from VISTA onwards by default plug-ins are not allowed to write files to your hard drive. This will typically cause an error message from your DAW reporting missing files. You can fix this issue by changing the write permissions for your VST folder as follows:
• Use Windows Explorer to browse to your VST Plugins folder.
• Right-click the folder – 'Properties' • Choose 'Security' tab.
• Click 'Edit' button (You may need to click a UAC prompt).
• Select user name "Users".
• Tick options Allow 'Write' and 'Modify'.
• To finish Select 'OK' to close the two dialog boxes.