If Sonar just sits there and does nothing, it's potentially pilot error e.g. improper routing or confusion from large track count (different MIDI track feeding soft synth than the one you're trying to freeze ... hey, these things happen with all the track clones that sometimes become zombies ...)
So, we do need more info ...
Anyway, I do have occasional strange issues with freezing not working properly: if I use Kontakt 5 with multiple synths and Abbey Road drums (i.e. 30+ outs feeding audio tracks), I click the freeze button, get the progress indicator going and can watch the audio file being generated in the audio directory - BUT - when it's done, it rolls back to no freeze without any message at all (and all the frozen audio files disappear again from the audio directory) ... strange, and most definitely a Kontakt issue as none of the other synth show anything like that ... I wonder if someone else has seen that / fixed that?