When you set the Driver Mode in Sonar to ASIO, and then go back to the audio devices screen, only devices that have ASIO drivers appear as audio devices, so only the audio interface appears and able to be selected.
'Everything' for me refers to not only IE, Chrome, and Windows Media Player, I also have additional music applications - such as one called The Amazing Slow Downer, and by telling Windows to use the on-board sound as the default audio device - I can play any or all of them concurrently with no worries about interfering with Sonar, since Sonar uses the audio interface and ASIO drivers, rather than the WDM drivers that the on-board sound uses.
Because I have multiple sets of speakers, it is easy to have multiple sound output methods and hardware in place. The reference monitors are hooked to the audio interface.
I have 2 different choices for handling getting the sounds from the on-board sound chip to routed to speakers.
1st method is the one I use most often, which is that I have a splitter (stereo mini to two 1/4" mono), with the two quarter-inch outputs from the splitter fed into a couple of inputs of my audio interface. This arrangement gives me both Sonar's output and any of the non-Sonar apps that use the on-board sound (like Windows Media Player) coming through one set of speakers.
If I need those inputs from the audio interface, I then simply tell Windows to use the HDMI capabilities of one of my HDTV's I use as display monitors, as the Windows default audio device. The TV/monitor has its own speakers, and I do not have to unplug anything from the computer in order to switch the audio routing. I only need to unplug the 2 instrument cables from the input ports of the audio interface (the ones carrying audio from the splitter that is plugged into the speaker jack in the back of the computer).
I ROUTINELY use either The Amazing Slow Downer, or am playing things through either Windows Media Player or YouTube in Chrome, at the same time I am in the process of recording keyboards in Sonar, and because of the applications that are running only Sonar is using the audio interface's ASIO drivers, and the rest use the on-board sound, there is NO problem whatsoever with having any combination of those applications running concurrently.
I hope that helps explain what I was talking about. For ME, the above works very well.
Bob Bone