Sorry, missed the part about "one song only".
To answer the original question, the last bit of data in a project (audio, midi note, controller, automation, loop points, etc.) defines the end. If
Options > Global > General > Stop at Project End is checked then Sonar should stop at the last one of these. If it is NOT checked then Sonar will ignore these and keep going.
If the setting IS checked and the Now Time Line keeps moving then the Project in question could be corrupt. I am always ending up with corrupt projects that behave oddly.
Try dragging the audio to your desktop, then create a new project and drag them into it. Check that
Options > Global > General > Stop at Project End is checked and see what happens.