Mastering in Sonar Question

When you talk about levels going "into the red", that is typically the peak levels. But the peak levels are only part of the story - the average levels are a better indication of the perceived loudness. Imagine a snare hit on the 2nd and 4th beats - for the millisecond that snare is being hit, the levels may peak in the red area, but for most of the rest of the measure, the sound is significantly quieter.
 
(Also, into the red is actually fine as long as it never exceeds 0dBFS (or to be safer, -0.1 dBFS).)
 
The difference between these short-lived loudest points and the average level is basically what people talk about when they mention dynamic range. And to get your songs sounding louder, you need to be reducing the dynamic range, bringing the average level up closer to the peak level. This is what limiters, compressors, and clippers do, typically by making the loudest bits peak at lower values, allowing you to turn everything up without clipping.
 
Apply compression and limiting too excessively, and you will damage the sonic quality of your track. That's what people object to when they talk about the 'loudness war'. Fail to do any of this, and your song will be too quiet compared to that from other artists - and that's because they have been using compression and limiting when you have not.
 
It would take too long for me to try and give you detailed advice on how to properly use compressors/limiters/clippers on your music, but you might want to try using some of the compressor or limiter plugins bundled with Sonar on your master bus and set them to presets that are designed to work on the master. Ideally you set them up with the output gain reduced at first, so that when you compare the mix with the plugin on, it's roughly the same loudness as with the plugin off, except that when the plugin is on, the mix will peak at lower values. You do this to check that you're not making the audio quality worse when buying yourself this extra headroom. But once you're satisfied with it, you can turn up the output gain and make your mix louder, without clipping.