MIDI devices come online to Windows (who needs to see them first), and then they get recognized by SONAR. AFAIK, this is already automatic, but can/will take several seconds to occur. SONAR has always given me a pop up saying "New device detected, would you like to use it now?" Try opening SONAR, then powering on a controller and see how long this takes to occur for you.
The counterpoint is I cannot recall now if this alters previously used assignments for that controller (if multiple ins/outs), meaning if the controller comes online in this method if the controller has to then be enabled in preferences.