Hi
I'm new to Sonar X3, and I can't get any sound out of it. 
I had a look in the input/output, and this is what I got: 
 
ASIO4ALL V2 Not Connected 1 
 
 
"Not Connected" ? I assume this is the problem but since there are no other options in the list I'm not really sure how to fix it? 
Please help. 

Run the asio4all offline settings app first, before running sonar?

You need an audio interface. end of story. 

Why ASUIO4all? install the driver written for your sound card. If you have a MOTU ,go to MOTU.com and install the MOTU driver for your windows architecture. ASIO4all is WDM wrapper.
 
If you are using the PC's sound card ,run to a store anf purchase a sound card that is recommended for use with Sonar, like MOTU or any other one. Onboard cards in your C are crap and are only good for general media playback, not good for use with a professional program like SONAR.
 
Cj

Welcome to the frorum!
 
Sorry, but (as you can guess from the first answers^) it's fruitless to ask a technical question without giving your gear specs and a description of what you're recording (MIDI or audio) and what you have done this far to solve the problem.

Onboard sound card with asio4all should work, but it won't be great performance

I run ASIO4ALL V2 on my notebook without any major problem (only problem I've had is when I shutdown my DAW, the sonarpdr.exe is still running waiting for something, anyway that's another story)...
 
When you start sonar, make sure the asio4all loads, you'll see it in your task bar, a green little play button icon should be loaded.  I'd also check in your preferences->audio drivers, click on the ASIO Panel button, make sure your sound card is selected and running.  If for some reason it is disabled, try and enable it - you may get an error - in that case you'll have a better idea why it is disconnected.
 
Getting support for ASIO4all is next to nothing, there is no support, zero, ziltch!
 
If there is an ASIO driver for your sound card, then best to use that instead of ASIO4all....
 
If all else fails, then as others suggest get yourself an external sound card.