Okay, I need to step back a second... close SONAR and hit the Start button, type in "sound" and select "Change sound card settings" from that listing. Is Windows recognizing your sound card there? You "should" be able to see it, click on it, and hit the "Configure" button... the next window should have a "test" button. Does that play?
"If" Windows and SONAR are trying to use the same card, you can either force windows to recognize something other than what SONAR uses (allowing SONAR to use ASIO mode), or will have to set SONAR to WDM mode (Preferences->Audio->Playback and Recording).