Bill and Guitarhacker got you covered pretty well there (hi, Bill).
You really should pick up even a basic interface for working with Sonar. Something with basic input/outputs to do what you are describing can be had for $100-$300. Names to look at that seem to work well with Sonar are Focusrite, M-Audio, Roland, MOTU, Pre Sonus. You can tweak your system for better performance but if you are serious about making music do yourself a favor and make the investment. It'll save you a LOT of headaches.