Hello good evening and welcome....
Here is the latest driver for your soundcard:
http://www.steinberg.net/en/support/downloads_hardware/downloads_ur22.html Please scrap WDM and use ASIO driver if you can.
When you insert a soft synth please select simple instrument track and synth property page only.
Make sure in Rapture you have selected a Patch (sound) and that input echo is on.
If you are not running Sonar X2A please download the patch.
Generally it's also best to set Sonar to the specific MIDI channel of your keyboard rather than OMNI.
If this fails please check for the latest drivers and firmware for your keyboard (I appreciate you have MIDI coming in but sometimes this can help).
Hope this helps...