Well, what settings are currently in place for:
1. Audio interface: Sample Rate, ASIO Buffer Size
2. Sonar: Sample Rate, Record Bit-Depth, Total Roundtrip Latency?
Also, if the above are OK, and you have a Total Roundtrip Latency of at or under 10 milliseconds in Sonar, then I am wondering if perhaps you have one or more plugins that may be not meant for tracking, but are instead plugins that are meant for mixing and mastering.
You could toggle on/off Bypass All Effects by hitting the letter 'E' on your computer keyboard, then seeing if the latency goes away. If it does, then one or more of the plugins are causing your latency issues. Hitting 'E' again will turn the effects back on, by the way, when you are through testing that out.
Please review and respond to the above - there may be some other things to look at, and we should be able to get to the bottom of it.
Bob Bone