If your piano does not have an expression pedal input, a MIDI expression pedal may be the only way to go. One solution is to use a resistance-to-MIDI transducer like
this. You can then plug any generic expression pedal into it and it will translate pedal movements into MIDI cc11 events.
The downside to that approach is that now you've used up your only MIDI input for the expression pedal, so you can't control the piano from SONAR when the pedal's plugged in. The solution to that is called a
MIDI Merger, a device that accepts MIDI data from two sources and interleaves them into one output.
So altogether you're looking at $40 for the pedal, $70 for the merger and $150 for the translator. I'd check Sweetwater or zzounds for prices, though, as they're probably a little less than buying direct from the source I linked to above.