Just in case, be sure to load the most recent drivers.
Also, page 79 of the
user's manual makes reference in the GTR-MIDI worth noting:
STRING CH (1-11) Specifies the MIDI channel used to transmit guitar performance data. If MODE is set to “MONO,” the data will be transmitted using six channels starting with the channel you specify here. If it is set to “POLY,” performance data for all strings will be sent on the channel you specify here.
Based on what I read, it sounds like you need to set MODE to mono, CHROMATIC to off, and check the first STRING CH number.
In SONAR you will need six (6) MIDI channels to capture the MIDI. If STRING CH is 1, you will need 6 MIDI channels set to input MIDI channels 1-6 respectively.