If the audio interface has ASIO drivers, you will most likely find best results by using them. Please note that your Sample Rate for the interface MUST match the Sample Rate specified in Sonar Preferences, or you will have problems. Also, try starting with a Sample Rate of 44.1 and an ASIO Buffer Size of 128, and see if that works for you.
Lastly, set the default sound device for Windows to be your interface, and then make sure things like Windows Media Player can play songs properly through the interface. If not, then there is something needing tweaking with the interface and/or Windows.
If the above works, you could also start up Sonar, insert an audio track, select that track, and then click on File>Import>Audio and import a tune to that audio track. Once import is finished, hit Play or hit the space bar to initiate playback, and make sure that your tune is playing properly through the interface.
All of the above is to test out that the interface, Sonar, and Windows are all happy to play nicely together. THEN, any issues should be relatively simple to debug.
Bob Bone