Is this a new interface?
Did you install the latest drivers from the Focusrite website? If you installed from the disc that is likely the problem.
If this is not the case try restarting Sonar and check your preferences again.
If that doesn't work reboot your computer then check again.
If that doesn't work uninstall and reinstall the driver and check again.
This is all assuming that you have already set up your Audio preferences correctly within Sonar and the Focusrite MixControl software. If you are unsure then read the entries in the Sonar and Saphire manuals and try again.
Good luck.