The way Sonar works with soft synths, by default, it will automatically turn the midi Input Echo button 'On' when you put a midi track into focus by selecting that track. At the same time, it also by default will turn midi Input Echo 'Off' for whatever previous track you had selected.
The only way that comes to mind for both to be sounding is that midi Input Echo is On for both midi tracks, and that is telling Sonar to produce sound for both soft synths.
When you are selecting one midi track or the other, click on the Track Number - on the far left of the track in the track pane, and it should take care of it for you. (if you had manually turned input echo on you might want to click it off first, to let Sonar handle it).
There is a setting in Sonar that tells it whether or not to automatically turn input echo on when bringing midi tracks into focus. You might also want to check that to make sure it is set properly. This setting is found in Preferences>Midi>Playback and Recording.
Bob Bone