OK, so here is the scenario.
 
1.  I have a project with a VST (Kirnu Cream areppegiator) with MIDI-Out Enabled sending MIDI notes out to a different softsynth.
2.  When I insert other softsynths into the track (not meant to be played by the Kirnu Cream), it still picks up all the notes from it.  
 
I think this is because when you load up a new softsynth, by default, the input is OMNI.  Is there a way to default the input of a new track to just my keyboard controller?  I have to do this manually now.
 
Secondly, even after I do that manually, when I export the project as a WAV file, that Kirnu Cream arp is playing on ALL tracks!!   
 
Any help is much appreciated while I use Sonar still :)

Do you use individual  MIDI tracks or instrument tracks? 
And do you set channels for each instrument? 
 
I have always been in the habit of assigning separate channels to each instrument and this is for a good reason. I save all my projects as midi files for back ups. If you use channel 1 for everything you might have a mess when you open the file in another DAW. I could be wrong but it's an old habit from early days using outboard gear. 
 
I use track templates for VST's. 
Example I'll set up Dim Pro as Full acoustic bass, Label and color it. Set output to master, Set effects in Pro channel. I then insert and set up a midi track with my controller as input set to omni, the output to dim pro and set channel 1,  colour it etc. When you save the dim pro track  it will load both these tracks ready to go with all in's and out's.   
 
So look at using a track template once you get the set up you like working. 

Thank you for your reply.
 
I use split tracks, and no I do not set channels as I don't see the need.  Plus I also use more than 16 instruments at one time.
 
It shouldn't really matter if there was a way by default new midi tracks input option wasnt always set to OMNI.