I've updated the steps in #1 to be clearer (check out what is highlighted in red)... Thanks..

OK I see that the X3Epatch file actually opens Sonar. 
Dragging and dropping does not work. Nothing happens, not a sign of life.
When I close Sonar and right click a CWP icon I do not see a run as admin option on this computer W7 home premium. 
If I open Sonar as run as admin and right click from explorer the project load fine. There is still no run as admin in a open any type of file on Home premium. I'm not gunna go look as this is not my computer. 

Cactus,
you have to right click on the icon program (.exe), not the .cwp.

And anyway you can always do File -> Open within Sonar and it works every time, so it really is quite trivial :)

Yes that's what I do 99% of the time. 
Opening from Windows I only use for digging up lost projects on a back up drive. 

CakeAlexS
And anyway you can always do File -> Open within Sonar and it works every time, so it really is quite trivial :)

That's what I do all the time. Never tried it the way you wanted me to try. But you are correct, it should still open the project that way.