In the olden days I used to learn guitar solos by slowing down turntables, tape recorders, and the key would change, there would be all kinds of problems, but that's how I learned.  I suppose there is a much more effective way to do it in Sonar.  I'd like to load a clip from a CD or an mp3 ( I know how to import audio), but how can you slow it down?  And can you keep the pitch from shifting?  It doesn't have to be half speed, maybe slowing it down 25% or something.  Any help would be appreciated.  Thanks. 

I'm sure X! has more sophisticated tools than SHS 6 for this, but you can select the track, then go to Process>Length, check the 'Stretch Audio' box and change the percentage to make the track longer or shorter.
For small amounts, there shouldn't be any distortion of the sound; large amounts will sound a little warped. But for learning soloes, it should work fine.
In Windows Media Player, under Play, you can set it to Normal, Slow or Fast. Slow is about half-speed.
 

There's a wonderful app that I've been using on my iPhone called "Amazing Slow Downer". It's very functional (doesn't have a lot of flashy screens or anything but does exactly the things I needed to help figure out pieces by ear). There's a lite version that lets you do 30 second segments and the full version is about $15, which I thought was pricey, but now think is well worth it. The pitch stays the same or you can change it and you can pull audio more from the left or right side. Don't get me wrong, I love Sonar, but have really come to appreciate this little app.