No problem, Vienna Ensemble Pro is mainly used in a multiple computer networked studio environment to host multiple instances of all of your VST's including Vienna instruments and preserve setups while switching between projects, film cues, etc. without having to save and reload every time. It can also be used on one computer to give a cleaner mixing environment for all of your VST's. It's very useful to mix VST components in VEPro while mixing MIDI and audio components in Sonar and do your mastering there.
Sometimes my setup requires the used of the software on the aforementioned one computer while not networked and VEPro requires the use of a "Virtual MIDI Device" in addition to your other devices if you want Sonar to be able to create multiple MIDI patches of one VST.
Thanks!
-Mike