djwayne
I've found on my computer that only one audio program will work at a time...meaning if I have Windows Media Player running, Sonar won't work....so I have to close out all audio programs and only open up one, and work with that program only. Having Sonar 1 or 2 open at the same time as X3 would cause problems on my computer. YMMV.

If you have Sonar set to use ASIO drivers with an audio interface, AND have Windows set to use your on-board sound, you can open things like Windows Media Player or play YouTube videos while Sonar is running.
 
I believe also that if you change the default setting in Sonar, you can tell it to share with other programs (Preferences>Audio>Playback and Recording - then check the box to Share Drivers With Other Applications), and in that way can also run multiple audio applications, although I dimly seem to recall things working better if I did not run in this fashion, but instead as noted above assigned the Windows default audio device to the on-board sound chip and configured Sonar to use the audio interface.
 
Try both of the above out and see which one works better for you.
 
Bob Bone