For the last week I've been having problems with the MIDI outputs when I load up a soft Synth , I clicked over to "Options" to see if Microsoft Synth is selected it's ok but the "OMNI" part of the bottom of the console is'nt showing up, I'm using TRI-CAPTURE as the audio interface. Is there anyway I can fix it.

Hmmm... There's a couple of issues here that I can see.
 
First off, in the console view, under the Modules item of the console view's local menu, you need to make sure that In/Out has a check mark next to it. The Module menu item controls which buttons and geegaws appear in the console view. Sometimes, folks will un-check certain items to make the console display a little less busy.
 
Next, using the Microsoft GS synth and recording its output is doing things the hard way. The really hard way. A better solution is to use the TTS-1 synth, which comes with Sonar. It's also a General Midi synth, and it has better features such as midi reverb and midi chorus. By using the TTS-1 synth, you don't need to choose a actual midi port, you simply select the TTS-1 synth directly within SONAR for that track. For the audio return track, you simply select the TTS-1. It's way easier - no need to capture external audio at all.