didnt know it was new, do you have any needed service packs or updates, might be worth a trip to check the SONAR prerequsites for your system
assuming, just assuming, the download is ok, you said you DL'ed twice using a manager, is the HD ok?, are system files healthy?, i knew its new but checking it for HD and system file errors couldnt hurt, run the error checking utility on your drives... Drive Properties > Tools, and "sfc /scannow" on the command prompt as admin might turn up something
also check events logged in Control Panel > Admin Tools > Event Viewer, do they say anything about the errors?
maybe check for a SONAR install log file somewhere
after that i would consider calling Cakewalk, good luck