Same here.
A sound card used to be a thing inside your computer that looks roughly like a large card that you stick into the motherboard. Today many sound "cards" use a firewire or USB connection and are inside a nice looking box with some dials and buttons. The principle is the same.
For an entry level card suited for pro audio software, M-Audio and Edirol are worth a look. Expect to spend at least around 100 to 150 bucks for something simple. Going more expensive results in more options connection wise and better sound quality. Pro-level cards can easily cost 1000 bucks and far upwards of that, though there is obviously a large area in between with both options and sound quality.
M-Audio has an M-Track which is 100 bucks and has all the basic connections. I have an older but slightly higher range M-Audio card that I use with my laptop and am not ecstatic about the sound quality, but it will definitely let you play with Sonar a lot better than your current system does.