How about regular PC sound, not Sonar? Do you hear anything there? Many PC sound chips have Sound Enhancements and if that is enabled it may be interfering???
I have RealTek and in the RealTek HD Manager, there is section for Sound Enhancements including echo, reverb, chorus, etc.
Looking at the Dell specs for your PC, it could have come with RealTek or it could have come with a SoundBlaster sound card. I've had problems with a SoundBlaster sound card interfering with Sonar. I had to finally remove the SoundBlaster card.