You really don't want to use the Microsoft Wave table synth. First it sounds awful. And it means you are probably using MME as your audio driver. You will probably need a pro quality sound card. You can get one for around $100. 
 
You need to load a soft synth such as the TTS-1 into your project and then output your MIDI tracks to it. Do the tutorial as suggested above and it will step you through how to do this. 
 
Welcome to the forum.
 
P.S. Mike's comment should be taken in the light that he doesn't own X2 and the comment offers nothing for you to use. 

John,
 You silly old fool... the OP asked about X1.
 
 I have X1 and X1 Expanded licenses.
 
 You should drop your tunnel vision baggage and try being a person sometime.
 
 BTW, credit where credit is due... It seems as if scook provided the same answer about virtual instruments in post #2.
 
 best regards,
mike

Try this:-
 
-Watch the video called "Inserting SoftSynths" on the Cakewalk website - http://www.cakewalk.com/CakeTV/SONARU.aspx/Get-Started
 
-Insert the Cakewalk TTS-1 synth. Don't choose "Simple Instrument Track", choose First Synth Audio Output".
 
-Go through each MIDI track an choose "TTS-1" in each track's "Output To" tabs.
 
-Play the song from the beginning.
 
If it sounds okay, try the steps I outlined above to export it.
 
There are better ways to do this, but I felt this was the easiest option for now.  Scook's suggestion to run through the tutorial is a good one.
 
Post back if you have any luck.
 
As for Mike - his posts on this forum are not normally intended to be helpful, but instead to make repeated snide digs at Cakewalk and the X series.  I think it was time he moved on.  It is a pity, as apart from this childish vendetta, I sure he has a lot that he could contribute to this forum.  I believe constantly bad mouthing Cakewalk, and insulting other members, as he did John here, are against the TOS. 

mike_mccue
John,
 You silly old fool... the OP asked about X1.
 
 I have X1 and X1 Expanded licenses.
 
 You should drop your tunnel vision baggage and try being a person sometime.
 
 BTW, credit where credit is due... It seems as if scook provided the same answer about virtual instruments in post #2.
 
 best regards,
mike

I'm fully aware of what the OP was asking about. Whether its X1 or X2 its still the same answer. I am also aware that you hate X1 and because of that will not upgrade to X2. Thus your unsolicited  comment. 
 
Further you answer a new member's first thread with another bash on Sonar.  Don't you think its time to stop or move on?
 
 

Another twisted thread... 
 
Mike probably nailed the answer by stating how SONAR handles the GS Wavetable synth.  That's good information IMO.  But apparently he couldn't do so without first making the requisite dig at CW as JB and John mentioned.   It is a shame as Mike's had a number of useful posts in the (classic) past.
 

Color me wrong ,but, I get the impression that the OP is saying that the changes that they are making to a midi file created by someone else, that they are then trying to make edits to, then save those edits. The edits that the OP is making are then not being saved to said midi file. Not using midi much is there something that the original creator of the file could have done that stops others from making changes to a file that they created? Could this be the problem?

No. its all in how you save the project. If you import a MIDI file it will take on the project setup and will save that setup as a normal file. If you open it as a native file then it will set the project to it. When it comes time to save it is also important to note that a loaded MIDI file will default to MIDI when you save the project. You need to save the project as a CWP file in order to keep all the settings. 
 
There is no copy protection for MIDI files that I know of. 
 

Hi guys, thanks again for your help and interest about my case and sorry for the late reply but i just woke up. I guess you all come from US and I come from Australia (actually originally I'm from Italy (Bologna), so the times are a bit messed up.
 
Now call me a "Mongoloid" a "newbie" an idiot will do too, but i can't get the rig to work out either with assigning: TTS-1, exporting whatnot, or even saving simply a different arrangement in midi, if I do so, it goes back to the original arrangement.
 
I've tried every step everyone here in this post have suggested me but it just doesn't work. Now in reply to "jb101", I did assign the Cakewalks to each one of the tracks (as you have suggested me, even watched the videos) but it won't just play any sound and if i go in the tab of "midi devices", it still shows the Microsoft Wavetable synth assigned to the "Outputs". Now probably I didn't set up correctly when i've installed the S.X1. really guys i don't know. I have a basic system I know, but the more sophisticated you get the more complex it gets. For what I have to do with it it's fine even if the sounds doesn't sound as Toto/Quincy Jones kinda of type. I'm not a producer or composer, I'm just a session player and drum teacher that's all. Sonar x1 is a great program but really complex to get it to work,......well at least for me. Probably having worked for a long time with Qbase, I've got used to that one many years ago and with this one I get lost.
 
Besides all your really helpful tips, I think i will try to get the "Shambler"'s tip. The thing is that i don't know or i can't remember (LOL), is how to
create an audio track and record the output of my Microsoft Wavetable synth to it. Last night, (......actually this morning...damn with this Sonar X1 issues last night I've slept 3 hours), I've tried already Shambler's tip last night but with even that advice, suddenly I've got stucked in a section while performing the steps, therefore, even this option might seems hard to get into reality, but the easier one for the moment. I just need to remember how to assign the tracks to that outputs. 
 
By the way I think for now, before I will get around S.X1, is the fastest and easier solution for my problem at the moment. I need to solve this quickly because on the week ends i work at the Drum-Academy, and i need these damn files to let the students to play on top of it. Then when I will solve this, and knowing a little better this S.X1, I will adventure myself in exploring different features of this software trying to experiment the steps you all so kindly advice me to do. It's a long time that i don't use these Music Software programs and of course I have to start to get back into it again and I suck at it because i've forgot the vibe and the confidence about how to get it to work.
 
OK guys thanks again and if you have anymore suggestion (The easy ones) just take your time and please let me know. God bless you all and really thanks to you all again.
 
Over and out
Mr. Ermezio :-)

1. As has already been suggested, ignore the Microsoft synth. Even better go into preferences and untick it in the list of MIDI devices. If you want the kind of "general MIDI" sounds that the MS synth provides the TTS software synth included in Sonar does the job much better and will also be easier to work with once you understand how Sonar does things.
 
While you're in preferences click the "Advanced" button at the bottom and go to the Playback and Recording tab. Near the bottom is "Playback". Where it says "Prepare using xxx Millisecond buffers" if xxx is less than 500 set it to 500 (the default is 250 which is too low for reliable operation for lots of people).
 
2. Open Sonar's help and run through tutorials 1 and 4. These walk you though opening and closing projects and setting up new ones and using software synths in Sonar.
 
3. If you want to use a pre-existing MIDI file then the best way is to set up a new project. Then insert a TTS software synth. In the dialogue that pops up tell it you do not want a simple instrument track but a MIDI source track and the first synth audio output.
 
That will create an audio track and a MIDI track. The MIDI track's output should point at the TTS (check to be on the safe side). The audio track will receive the output (audio) of the TTS. Import or drag your MIDI file into the MIDI track. Assuming there's nothing odd going on in the original MIDI file (which can happen) that should basically work. You may need to set up the TTS to get the right instruents for the MIDI track but even if the sounds don't match you should at least get sound. Once things work then if you mute the drum outputs in the TTS then export the audio to a wav file that should so the trick.
 
From your description, I'm not sure what your MIDI saving problem is exactly. If you edit the MIDI data in the piano roll or using one of the other methods Sonar provides then those MIDI edits will be saved if you save the project as a "Cakewalk project" (.cwp). I've used Sonar for years and never seen this fail. If you want to use the raw MIDI in other software then you need to export the edited MIDI. At this point I will run the risk of insulting your intelligence by reminding you that MIDI and audio are not the same thing - you doubtless already know that, but I always say this because it's surprising how often people forget or simply don't know. MIDI is instructions that tell a synth what to do and that's is. There's no sound in MIDI.
 
To export the edited MIDI you can either use the export function in the file menu or simply drag the clips to the desktop or anywhere else. If all you want to do is mute the drums I suggest it's not even worth editing the MIDI itself - just mute the drums in whichever synth you're using to turn the MIDI into audio then export the audio. Far simpler. If you do edit the MIDI I suggest using the "bounce to clips" function before exporting it to make sure the edits "take" and the clips are trimmed properly etc. Or even bouncing the edited clips to a new track first.
 
MIDI outputs. Sonar when it launches looks for any external MIDI inputs and outputs it can find attached to your PC - hardware interfaces or the MIDI ins and outs presented by other software on the PC. As far as Sonar is concerned the MS synth's MIDI inputs are external synth/device because that synth is not part of Sonar or running in Sonar. If you had e.g. a MIDI interface to connect hardware synths then that would show up under MIDI devices. Software synths (VSTis) that you load into Sonar do not show up there. "MIDI devices" in Preferences is only concerned with outside Sonar. Software synths loaded into Sonar show up in the output box pull-downs for MIDI tracks within Sonar, as do the MIDI devices as well.
 
I hope that helps. If it doesn't make sense or answer your problems then that's my fault not yours so please say so.
 
Apologies for any typos - I've a new PC keyboard and it's quite different to the old one. It's a bit like someone took my oldest and most-played guitar, changed the neck length, moved the frets around random amounts, switched round the volume and tone pots and moved the selector switch. It's all there, but not quite how or where I expect :-/.

Thank you so much for this long list of things i will for sure go through. I will be back later on "tlw" and i will tell you how it went. I can't do it now because i have to go into town but, really thank you all guys for the important help, your time and your effort to explain to me how i can get out from this situation to finally get it to work.
 
Also a message for "jb101": jb......unfortunately I've tried to get a private email/message to you, however the forum here, it won't allow me to do that because I'm a new member and i have to write before getting that function to work and unblock a certain number of posts. You are really kind and you can write to me in the private messages your email, because when you write here the private message, it goes automatically in my private email anyway.
 
Recently i did work with a band from UK, I just played on their album but is just a studio project not a live one....pity because the band is really good. Anyways we will write to each other in the private email. I have Skype too if you have that we can even talk in there. Also one of my favorite UK drummers is Gerry Conway (amongst many others), have you ever heard of him? He played in one of my favorite albums of Jethro Tull called: The Broadsword and the Beast. (1983). :-)
 
God bless you all and thank you again.
Ermezio :-)