I'm new to this and still stumbling around in X3.  So my simple setup is to use a Line 6 HD500 to run the guitar into Sonar X3.  I set up as using the HD500 for the in's and out's as well.  I noticed that when I record tracks using the HD500 and go back into Sonar later (after the HD500 is no longer connected and I switched the drivers back to use my laptops soundcard) that all my tracks are blank.  The tracks are still listed in the project, but there are no waves on the tracks (flat lined) and thus there is no sound.  So my question is do I need to convert tracks I record using the HD500 (or any other DI) to another format in order to actually save them so I can play them without having the HD500 hooked up? 

There's no reason why the tracks shouldn't record unless something isn't enabled properly. Are you hooking up the HD500 via USB or recording its audio outputs? 

Using USB and the HD500 for the Recording in and Monitoring out.  It records with no problem when I'm in my session and project.
 
The problem is that when I go back into that same project the next day without having the HD500 hooked up, the tracks are there, but the sound is flatlined in each track and thus no sound? 

You will need to go  over your entire signal chain when you record and you need to make sure sonar ready your recorded signal. Gain staging and signal chains need to be set up correctly. This is why your wave form is a flat line!! There are no one setting fits all as each DAW will use different gian stages and signal chains according to each person using it and the equipment they use.
 
I also do not see anywhere where you said you saved the project before closing
 
Also, You are connecting the line 6 via USB and your laptop is getting confused with its sound card. Use the line outs of your line 6 and get a decent sound card for your laptop. Preferably a USB sound card, like Motu, M-audio or any of the other recommended sound cards. 
 
CJ
 
 

Gotcha.  I assume that when I don't have the POD HD500 hooked up that my soundcard isn't recognizing the tracks I recorded using the POD HD500's soundcard.  Am I on the right track?  If so, I was wondering if I could take those tracks and bounce them to another track assigned to my laptops soundcard to preserve the tracks without having to hook up the POD HD500?

Just like in your heart, when it is flat lined, its dead!! Your audio no longer lives. Its 6 feet under and turned to ash. Think of this thread as a eulogy for the audio you never recorded, but thought you did.
 
If its flat lined, then bouncing wont do anything as you did not record an actual audio signal in SONAR. 
 

I assume that when I don't have the POD HD500 hooked up that my soundcard isn't recognizing the tracks I recorded using the POD HD500's soundcard. Am I on the right track?

No... If you use the POD as your sound card, it always needs to be hooked up. this is why you use your P{ODs analog outs and then take those outs into a sound card (not your laptops sound card).
 
You said the audio is flatlined, so there is no audio that you recorded. There is nothing you can do as there is nothing there. Check your signal chains and gain stages before you record again and make sure you are properly recording an audio signal.
 
CJ
 
 

Thanks.  Yeah, I figured those tracks are dead now and realize they can't be recovered.  I was just wondering if I when I'm working with it next time, if I should convert the tracks I record while I'm in the project with the HD500 to a standard WAV track or something in order to actually save them since I don't plan on buying another sound card. 

If I should convert the tracks I record while I'm in the project with the HD500 to a standard WAV track

I dont not understand! There is no need to convert your recorded tracks to anything when they are in Sonar.
Do some of the tutorials that are included in sonar. This will help you grasp how to record in Sonar. Once its in Sonar, its either a 32bit floating point wave file or a 24bit wave file, depending on how you set it up. 
 
If you click save, then the project is saved. sonar will not delete your tracks when you save it. Only you can delete your tracks.
 
Your problem is not being able to record an audio track.  Your problem is not saving. You just need to learn the signal chain and gain stages sop you can record. You need to record audio before you can save audio
 
 

This is all very strange. If you successfully record an audio track, there is no reason for it to "disappear"  You mentioned recording on a desktop, then moving the project to your laptop where the audio has flatlined… could it be that you are not moving the whole project to your laptop? How are you saving your project before moving it?  If you don't save the audio with the project, the tracks will be there but the audio won't because it's still on your desktop.

It sounds like you're using the Line 6 as a virtual amp.  Simply record the output of the Line 6 into Sonar.  It will be like putting a mic in front of an amp, but it will be line level rather than mic level.  Forget the USB connection and get a decent sound card like CJ suggested.