WAit!! when did X4 come out??
As far as the posters problem, the is no problem. Its either 3 things (or all the above of 2 of 3)
1.) You jus need to look at your media playback options. sonar exports exactly what you tell it to. you could be setting your export options Wrong!
2.) Your routing in sonar is wrong.
a. Tracks go to the master bus
b. Master bus goes to the main outs 1/2
c. Sends go to buses (if you have any)
d. Buses go to the master bus (if you have any)
When your done fixing your routing: Export, you select main outs or entire mix for your source and you will hear exactly what you hear in sonar on any playback system.
3) Getting mixes to translate on other playback systems is an art form, so maybe your room needs to be tuned and your ears need to be tuned to that room, as you need to hear the true sounds of each track and of your mix.
a.) As you should already know, media players an d hi fi stereos systems color the sound and some can make your song more bassy or more trebley. This is why you need to work on your mixes being able to translate well on each playback system.
Your welcome
CJ