I am sure this is so lame but I can't figure it out?
I have a VST loaded (OB-Xpro II) and I am trying to play my keyboard while watching a Video music lesson. If Sonar X3 is not my primary opened window and the video is I will have no sound. if I minimize the video window my sound is fine. I need to do both at the same time!
This is making me crazy. Someone please clue me in.. Help Help.
Thanks!

I think you need to enable "Share drivers with other programs" in Preferences.

Thought it was going to be a post on the LAME mp3 encoder :).
 
Your DAW/Audio Interface/Midi Controller has likely 'appropriated' your Playback device ... because you've likely configured the DAW to use ASIO or Interface/Controller WDM Drivers.
 
So either:
Get the output of the Video Player to that Playback device.
1. Can it be set from the Video Player?
2. Right click the little speaker in the taskbar to bring up Control Panel>Sound
You'll see Playback and Recording Tab. Set you default device to your Audio Interface/ Midi Controller device.
 
or
 
Set you DAW drivers back to MME ... but then you'll incur higher latencies.
 
or (my preference)
 
Use Voicemeeter which is a Virtual Mixer, with multiple ins(3)/outs(2) including a virtual ASIO low latency input channel, and ASIO output capabilty, that will likely achieve what you need and more.
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(no association with the developer).
Where I really came across this piece of software was when I wanted to record a video screen capture and live playback from Sonar, into the recording, for creating video tutorials.