I am trying to help my brother with Sonar X3 from another state so we were trying to use Teamviewer so we could both see what we were navigating to. Problem was when he was in control and played the tracks I couldn't hear it and when I was in control he couldn't hear it. Is there a way to fix this? Is there a better program to use?

I don't have a fix, but a workaround would be to also be connected via cell phone and have them on speaker. 
 
Feedback might be a problem, but it's certainly worth trying.

Teamviewer uses built in Windows sound. If the software is using ASIO in some form that won't reach Teamviewer at all. Use MME during testing or do what JonD suggested.

Is there a better program to use for this kind of thing? Somebody must be doing this out there.

It has little to do with the program, ASIO drivers are for professional audio production, I doubt there's any kind of program like team viewer that supports them. If his soundcard is multiclient and has a good mixer app you can set it up and use whichever screen sharing program. E.g. I've done Skype video calls with a friend who was subbing for me and recorded the audio into Sonar while talking into my interface microphone. But my RME UCX comes with Totalmix which lets me route anything anywhere. I guess there are programs like Jack or Virtual Audio Cable that let you do something like this but I have no idea how "multiclient" they are or how easy it is to route stuff.

Voicemeeter Banana is a fantastic tool.
I use this all the time for doing LIVE streams and broadcasts. It is a virtual mixer of sorts.
I have not tried it with TeamViewer yet but it might be worth a shot.
 
After you install it make sure you go into your sound control panel and make it the default device for both input and output.
 
You can try it out here: http://www.vb-audio.com/Voicemeeter/banana.htm