You can make this a lot easier by getting the instrument file (.INS) for the Triton Extreme. Try here:
www.tritonhaven.com Then you have to go into the Instruments definition section of Sonar (see the Help Menu)
Select Define - Import and point it to the INS file
Then from the main instrument setup screen, map each channel of your MIDI interface to the Triton Extreme.
If you set it up right, when you select a Bank or a Patch, it should let you select from the list of patches in the INS file.
Make sure you have the Triton set to multimode so it can play more than one sound at a time. Each different sound has to use a different MIDI channel on the interface.
This is a must to set up Korg instruments this way since Korg has a really strange bank numbering system.