[Solved] Loops not importing

Recently purchased drum, guitar and saxophone loops from LOOP LOFT.
Whenever I try to import them in Sonar X3, I get an error message and cannot import.
The loops are in the WAV format.
Can anyone help? Or is it not possible to use these loops with Sonar?
 
Thank you in advance for any help.
 
 
edit: updated subject changed from "Loops." to "[Solved] Loops not importing" - scook

I'm trying to import via the File-Import-Audio menu
And although the files are in the WAV format, I get the following error message: Direct show error
(0x80040265) Format not supported.

Do you have any effects in the track where you're trying to import them? 
 
Try navigating to them in the browser, and dragging them into the track view.

The loops work perfectly well and in a normal way in media player. I just can't get them in the Sonar track via the proper procedure of importing them.
And there are no effects in the tracks. I'm trying to import in a plain track with the possibilty of adding effects after if possible.

Yes I've tried dragging/dropping. I even have some in the REX format that I was told would work with Sonar and I  still cannot get them to work. In the meantime I have contacted Loop Loft to try and get an answer.
I gather nobody else has had to deal with this problem.
Thank you all  for your suggestions.
I will keep looking for a solution as I have found very good saxophone and telecaster guitar loops at Loop Loft and would like very much to be able to use them.
Will keep informed and advise if the problem is resolved.
 

Gentlemen, the problem has been solved. A rookie mistake. In my haste to use the loops---although they worked perfectly in Windows media player--I omitted to un-zip them. Once done, everything operated as it should have and I can import them in Cakewalk with no issues.
 
Regards. And thanks to all for your input.