Someone mentioned Pyro, but that doesn't burn to red book specs. Use CD architect or Sony Sound Forge. CD Architect is cheaper than Sony and Sony Sound forge includes CD arch, IIRC
 
CJ

codamedia
 
I'm quite surprised. They have a "burn audio CD dialog" (utilities > burn audio cd) but your saying it is not Red Book? I use CD architect so I have never tried to burn a CD within Sonar. Sounds like I should be glad I didn't.
 
Cakewalk even provides a couple of tutorials on "exporting/cd burning/sharing", but the CD burning would be pointless for most people if it isn't Red Book. 
 
TUTORIALS
Exporting, CD Burning and Sharing.
http://www.cakewalk.com/D...default.aspx?Doc=SONAR X3&Lang=EN&Req=Tutorial9.1.html
Burning an Audio CD
http://www.cakewalk.com/D...default.aspx?Doc=SONAR X3&Lang=EN&Req=Tutorial9.2.html

It's just a quick and dirty facility. Maybe good for handing out your rough mixes. I never use it.

This is one of the reasons why I master in Presonus Studio One, instead of keeping everything inside of Sonar, Red Book CD creation. I want to make sure that the CD's that I give people will play in their CD players and not become unplayable drink coasters. Why put in all of the work recording and mixing and then use a non red book compliant software for burning? It just seems like you are making a mistake right at the very end of the process. You do want to make sure the CD plays, right? People drop thousands of $$ on DAW sotware and plugins but then punk out on the CD burning software. Makes no sense to me...

+! Sound Forge for making CDs.  I use Cakewalk to export my project to stereo wavs.  Then I open them in Sound Forge and make MP3s and burn CDs.  Works excellent for me, and its just a quick drag-and-drop into Sound Forge.