Chris:
If you're recording MIDI rather than audio it may be that the MIDI buffer setting is too low. In fact this is probably worth doing anyway even if your problem is with audio.
Go to preferences/advanced/MIDI playback and recording. If the setting at the bottom under "playback" "prepare using xxx Millisecond buffers" is less than 500 set it to at least 500 (the default is 250 which causes lots of people all kind of strange problems, especially when loop recording as Sonar seems to run out of breath and fall over itself).