It is an m-audio soundcard and yes I used the transport module to switch the audio engine off. I am not running any other programmes apart from sonar. When I shut sonar down I opened the task manager and went to the processes tab and deleted the sonar.exe programme. I managed to start sonar without having to restart my computer, but when I shut sonar down, I had to go to the task manager again and delete the sonar.exe programme. I am having to do this everytime I want to start sonar after shutting it down. 

Something here is forcing your audio driver to stay loaded, so X2 can't complete its shutdown.

You might want to make sure that "Play Effect Tails After Stopping" is not selected in Preferences->Playback and Recording. 

Also - if you have a MIDI keyboard attached, you might want to ensure that it is not stuck sending a note to one of your synths.

Glen

Thanks for the reply. The play effects tails after stopping  is unchecked and I switched my midi keyboard off while using sonar, but the problem still remains.