1. Make sure your audio interface drivers are installed - at the current maintenance level.
2. Go into Control Panel>Sound>Manage Audio Devices and make sure your audio interface is set to be the default device. This will tell Windows to use your interface for Media Player too.
3. Set your audio interface settings to an initial Sample Rate of 44.1, and an ASIO Buffer Size of 128. These can be tweaked later to see if you can improve performance, but these settings should be reasonable for a starting point.
4. Go into Sonar, close the Quick Start dialog box window, and get into Preferences (hit 'P' on your keyboard).
5. Once in Preferences, go to Audio>Playback and Recording and make sure the Driver Mode is set to ASIO. If you had to change it to set it to ASIO, also click Apply.
6. Now, still in Preferences, go to Audio>Driver Settings and make sure that the Sample Rate is set to the same value as you set in your audio interface (I had suggested 44.1 for a starting point). Click Apply if you have changed the sample rate here.
7. This should do it for now in Sonar. I suggest though that you close out of Sonar and make sure you can hear audio output by playing a song in Windows Media Player, just to make sure your audio interface and speakers and such are all happily playing nice together.
8. Once you have audio coming through the interface using Windows Media Player, go back into Sonar and for testing, insert an audio in a new project, select that audio track, then click on File>Import>Audio and import some kind of song file - WMA, MP3, etc. After it finishes importing, hit Play (triangle up at the top in the Transport Control), or hit the space bar. This should playback the song through the audio interface, from within Sonar. If this does not work, then something is setup incorrectly between Sonar and the audio interface. If it DOES playback and you hear the audio, then Sonar and your audio interface are configured OK for audio processing using Sonar.
Please give the above a shot and post back results.
Also, please edit your profile forum signature to add your system specs. To do so, hover your mouse on User Control Panel, then click on Edit Profile and then click on the Signature tab and add your specs. Make sure you also check the box at the bottom to tell the forum to add your signature on future posts. You can look at the bottom of this post of mine to see my specs to get an idea for adding yours. This will make it easier for anyone to see your system specs at a glance, without having to waste time asking you for them - which will make helping you resolve future issues faster.
Bob Bone