I've recently purchased the Korg Kronos 88 (I used to have the 61 versión, and had exactly the same problem...) and can't seem to get it to work as a MIDI controller in Sonar 8.3.1.
 
I've installed the official Korg drivers (latest) and everything seems to be fine, since the system reads the synth, but Sonar just won't. has anyone had this problem before? I'm desperate, I need a controller for the VSTs!!!
 
any help will be appreciated

I had this problem.  For me the solution was to uninstall other midi hardware first.  It is possible windows still gets tangled up with too many midi devices.  I use 7.

Use the Korg midi driver removal utility. There are probably many bogus/old registered midi devices on your system and Windows has a fixed maximum (15 I think?) that it can address. Since plugging in the same device in a different USB hub makes Windows consider it a new device, it's easy to "run out" even if you only have a couple. This is an area where OSX is a lot better.

Additionally (and hopefully obviously) you have ticked all the right boxes in your Sonar midi prefs, right? Meaning the ones telling Sonar to use your device?