Mapping MIDI to MIDI keyboard

I have recently purchased Sonar X1 (Studio edition) after using Ableton 7 for a good few years and am struggling with one aspect of it which is...
I have 8 knobs on my M-Audio Oxygen 8v2 MIDI keyboard and i usually assign these to the voulume controls for the first 8 tracks just so I can easily tweak the voulme during playback, however I cannot see how to do this in Sonar??
I know it boasts this ACT system but I cant actually find how to do this easily, in Ableton all you had to do was click the MIDI button and then click on the parameter you wanted to control, wiggle the knob you wanted to control it and it was mapped!!
 
I have probably been a complete tool and missed how to do it and its probably actualy very simple.
 
 
Please help as its driving me nuts