Hi, sharke.
Like the other poster, I also have my system set so that only my music production programs use the audio interface, and all standard stuff in Windows use the on-board sound, with that being set for the Windows default audio device.
I do not need two sets of speakers or headphones to run this way, and have two variations that both keep Windows apps using on-board sound and Sonar and such using the interface.
Method 1: Windows default audio device set to on-board sound. I run a splitter out of my computer's speaker output jack - the little green one - and it splits that stereo signal into two quarter-inch mono cables, which I then feed into 2 inputs on my audio interface. This way, the on-board sound still comes through my nice studio speakers, while not interfering with the ASIO drivers of the interface while Sonar uses that. Both are sharing the single set of speakers. This is the primary way I run, and it works great without me having to unplug anything to use one or the other or both at the same time. Headphones are plugged into the audio interface headphone jack, and I can listen to the combined sounds at whatever levels of balance I wish.
On the rare occasion where I need those two inputs on the audio interface, I have another simple but effective way to have both sets of sounds playing at the same time, without interfering.
Method 2: Both display monitors I use in Sonar are HDTV's - my primary is a 46" and my secondary is a 32". I run a single HDMI cable from my computer to the 46" HDTV, as I only use my motherboard's on-board video, so my secondary monitor gets video feed from a standard VGA cable. SOOOO, when I need to take back those 2 inputs from the computer audio to the audio interface, I simply change the Windows Default Audio Device to be the HDMI of the primary display monitor HDTV.
Both approaches keep things separate - Sonar uses the ASIO drivers, and Windows uses either WDM feeds to inputs on the audio interface, or the Windows default audio device is set to the HDMI and the HDTV speakers.
Ta-Da.
Give it a shot. The little splitter I bought is from Radio Shack, and cost me only about $5, and then the 2 standard instrument cables from the splitter to the inputs on the audio interface.
I NEVER have to worry about sharing anything or about what is running at what sample rate - it all simply WORKS. :)
Bob Bone