In the piano roll view, click with the pencil tool where you want the note to start. The start will be quantized to the nearest note value as set in the
PIANO ROLL VIEW quantize field, not the one in the Control Bar. If you don't see this option, click on the "tic-tac-toe" board in the upper right of the PRV.
The field to the right of the Sonar X3 logo in the upper left (and under the Draw tool in the Smart Tool palette) is where you set the note duration that appears when you click. This duration will "stick" until you change it, or click with the pencil tool on a note of a different duration; then the pencil tool will "adopt" that value.
You can also draw with the Smart tool; click and drag to the desired length. Again, this will start at a time quantized by the Quantize field in the PRV. When you draw a note length with the Smart Tool, its value will be remembered if you switch to the pencil tool, and it will adopt that value.
Note: If you don't want to quantize the note start, despite rumors to the contrary typing
N will enable/disable quantize for both the PRV field and the Control Bar field.