I suspect there is a simple setting for this some where that will fix the issue but I haven't been able to find it.
 
I'm running X2 with Reason 6.53 on win 7.  When I have sonar selected (in focus) I can play a reason sound, as soon as I select reason, the sound stops, select reason again and the sound starts again from where it left off (tails).  Bit of an issue as I can't edit sounds and hear them at the same time, without quitting sonar. :-(
 
If I am playing back sonar, I can interact with reason and the sound continues, no problem.
 
I've been looking for a setting " allow sound to continue when in background" or "when not in focus" but haven't found it.  Anyone got a clue?  Driving me nuts!

uncheck "Share Drivers With Other Programs" in SONAR Preferences > Audio > Playback and Recording

I cannot run a stand-alone program (like Vienna or Ivory II) while Sonar is running.  Is this the same issue?
 
It is really not a problem, but sometimes I want to go over to Ivory stand-alone (for example) to work out a part or harmonies or something, and Ivory might not be active in the loaded project, or it may not be loud enough, or it may be frozen.

It's down to what your drivers supports not Sonar. I don't have any issues with my saffire for instance. What Scooks says anyway (I don't need to do this myself).

Thanks, yes that fixed it!

Thank you for the thread.  I have been wondering about this for awhile now as well.
dan