OK slap me if you want. Say all kinds of tart remarks. Etc., etc.

But what I do is run Sonar thru an outboard ASIO interface (MOTU) and let Windows use the onboard sound device.
Then (and here's where you might feel inclined to bring out the slapping apparati), if for some reason I want to pipe another sound source to Sonar -OR- I want to hear another sound source thru my speakers/headphones while using Sonar, I run a cord from the computer's headphone jack to an input on my mixer.
However, this is not advisable for recording those sounds as you will get some computer noise with it.