I recorded a reproduction of Pink Floyd's "In the Flesh?" using Sonar X3 Producer.  After adding effects, compression and eq, it sounds awesome when playing directly from X3.  However, when I export to Wav or MP3 it sounds muffled and the instruments are not at the levels I set them.   The drums are barely audible and the other instruments are all over each other.  Why is this?  Any suggestions?

First, this is not the forum for the X series, thi sis for 8.5 & previous versions
 
Now, having said that, this should be fairly easy to nail down.
 
Have you set up the project so that all your tracks are outputting to a Master Buss, either directly or via a sub-buss?
You must make sure that no tracks are feeding directly into your Main Outs (Soundcard) outputs. Sonar will not create a master bus for you automatically (unless you start off with a suitable template) so you have to insert one yourself.
 
After you've exported to WAV (forget about MP3 for now), re-import back into the same project into it's own track, but this time you must output it to your Main Outs, NOT the master buss.
 
This should sound identical to your tracks and you can rule out Sonar as being the cause of any degradation.
If it doesn't sound the same, check your Export Settings.
 
 
If this doesn't help, please get back to us.

Jonesey's probably right: a routing issue seems most likely. First step: during playback, mute the master bus and verify that everything goes silent. If it doesn't, then one or more tracks are not being routed through the master bus.

You're up early Dave!!