To activate Guitar Rig Sonar Edition (it is not GR4 even though the version number says it is... trust me on this I actually called NI to figure this out) you have to a) Right Click GR in your Start menu or on the desktop icon > Run As Administrator > Follow the installation process. You probably have already done that. Then you need to go to the Native Instruments website and create an account. Navigate to the product registration page or use the NI registration software that came with Sonar's GR package (I forget specifically what I used but you should be able to register straight through the site). Make sure you have the serial number/registration code that came with your Sonar version of GR (mine was on a sticker on one of the CD sleeves that came with my boxed version but if you dl'd X1 I think it should be in your store account). Input the serial numbers/codes by whatever method you choose (online or using the registration software). Once that is done go to the products section of you Native Instruments account and download all the GR updates so you have the FULL Sonar edition of GR.
Now that you have done all that open X2 and check your FX folders. If it is not there you will need to do a VST scan. I'm not sure the exact folder but it will probably say Native Instruments or something.
It IS available in X2 because I see it every time I go to insert an effect. I have GR5 installed but in my FX list GR4 is there and I can open it if I want... but I don't... because I didn't like GR4 Sonar.
Hope that helps. If you are having a hard time getting the registration process done just call Cake and/or Native Instruments. They both have toll free numbers for US customers.