Hello I am new to this Program and I want to record and it won't let me........................Help please

It's mean that way...
 
seriously though, you need to tell us a lot more if you really want any help:
 

• what setup are you using?
• what audio interface?
• what exact version of Sonar?
• what have you tried?
• have you read the online reference?

 
Dan

Also, there are several tutorials included with the software that will walk you step by step how to do some of the basic things with Sonar, like recording audio, playing back audio, recording MIDI, etc.  They are very helpful to someone just starting out with the software.
 
But just to try to get you started - I am assuming you are trying to record audio:
Add a new audio track (if you don't have a track already)
Set the input for that track to the input on your audio interface/soundcard
Arm the track using the little red button on the track.
Start recording by pressing the red button on the transport.