Paul may be right, but I seem to recall doing something similar to what you are trying to do in Sonar Home Studio 6.
From what I can see, Blue Arp builds MIDI arp patterns around the notes in your MIDI source track.
It is manipulating the MIDI data being sent to the synth that produces sound, so it needs to go before Alpha Plus.
In the Plug-In Manager, enable Blue Arp as a synth, and enable MIDI Out.
Your routing should be:
Input device>MIDI Source Track>Blue Arp>Alpha Plus.
I don't have either of your programs, but that should get you moving in the right direction.