Hi All!
 
This is a weird one.
 
I just ordered a midi library from "Keyfax" called "Drums and Percussion 2".
 
It's composed of some very good drum midi files, but there is one strange situation I keep running into.
I have the files saved to a folder on my desktop (named "My DAW"). Now within that folder is my "Keyfax" folder, and if I open that folder and click on any of the drum and percussion files (which all have X1 icons and the .midi name attached to them by the way), it automatically opens up my Sonar program with that particular file attached to a new project (as it should, right?).
But if I open Sonar and start a new project first, and then go to the browser, navigate to my Keyfax folder and try to "drop and drag" a file to the current project, Sonar doesn't drag the file from the Browser! It acts as if doesn't recognize that it's a midi file!
Now, Just to experiment, I opened Sonar, Started a new project and then minimized Sonar to gain access to the MY DAW folder on my desktop. I then  maximized Sonar and brought the My DAW folder to the forefront of Sonar. I opened the Keyfax folder and was  still "unable" to successfully drag and drop any Drum and Percussion file from that folder onto a midi track!!
 
Does anyone have any suggestions?

To preview MIDI clips in the browser you need to have a softsynth loaded.  
So insert Session Drummer into a simple instrument track and load a program so it has some sounds. Hit the play button to make sure it makes sounds and let it stop. 
In the Media browser select a MIDI loop file
In the Media Tab Pulldown, make sure the Audio Preview Bus is set to your soundcard and the MIDI Preview Bus is set to Session Drummer. 
 
Hit the Start/Stop Preview button and that should work. 
 
 
 

I don't think you need to have a soft synth loaded.  Why couldn't you drag the file to a MIDI track to play an external synth?
 
I recently dragged a MIDI file right from my desktop to a MIDI track, but I have had similar issues with the browser.