Make sure your interface sample rate matches the setting in Sonar under Preferences>Audio>Driver Settings.
I am assuming your driver mode is ASIO and all of that - audio interfaces can complain or not work if sample rates do not match between the interface and the host application (Sonar).
Also, sometimes interfaces do not like USB 3.0 ports - might check to see if you are in a USB 2.0 or 3.0 port (3.0 port should have a blue plastic interior).
Bob Bone