Are you using Maschine in pad mode or keyboard mode?
Have you got it running with the Maschine app? (rather than the plugin).
When you start the Maschine app click
Controller on the menu, if your controller isn't displayed here then you probably haven't installed the drivers.
And in Sonar don't forget to enable it in preferences.
BTW I strongly recommend this, it's worth putting the time in otherwise you're always stuck on something, it can get into quite some depth (worth the money IMHO):
http://www.groove3.com/str/MASCHINE-2.0-Explained.html Cheers...