Import that wave file back into your SONAR project and then A/B it against the original. Is it the same volume? If so, then there's nothing wrong with your export and it's probably WMP or the Windows mixer. If it's not the same volume, then check your routing to make sure that what you're exporting is what you're hearing.

Ah - Bit beat me to it.
 
This is definitely the way to prove that it's NOT Sonar screwing up your export