mettelus
You can also loop from one sound interface (onboard audio) into an ASIO interface being used by SONAR. Again that is a physical loopback (cable required), but allows for SONAR to use ASIO on the recording interface.

This is what I do...easy because I have a patch panel in my rack that maps all the I/O from module backs. Use the built in Realtek to stream whatever, and hard patch it into an input on my Focusrite. The Focusrite has internal loopback, but multi-use ASIO was glitchy. 

I too use my on board sound card (Realtek) to record off the internet.  But I use Sony Vegas Pro to record so I don't have to change my audio interface settings in Sonar.  You can then drag the audio file into Sonar if you want.

mudgel
There is a program called VAC (Virtual Audio Cable) which allows you to route audio between programs. It will do what you want.

You'll need to use ASIO 4 ALL if using ASIO drivers in Sonar tho, otherwise you'll have to put Sonar into WDM mode.

ASIO4ALL does not work with ASIO drivers. It only works with MME and WDM drivers making them appear to be ASIO drivers.

It was written at a time when lots of hardware required ASIO drivers and not many were available. It acts as a wrapper.

VAC works OK with ASIO drivers because VAC joins software not drivers or hardware.

I use my phone to stream into my DAW. I just bought a stereo ⅛ inch to two ¼ inch mono Y cable to go from my headphone input on the phone into my interface. Works great!

I found the methods above not to work with Windows 8, so bought Total Recorder (www.totalrecorder.com) which I owned years back and seems to do the trick.  Then I can import into Sonar.

I usually keep a 1/8" stereo cable hooked to a pair of inputs on my DAW, so that whenever I need to bring any consumer audio (phones, ipods, etc) into SONAR, it's as simple as selecting the correct inputs to record from. In the case of needing to record the PC's audio, I just plug the cable into the headphone jack on the front of the case.
 
-e.B