Has it done this since day 1 of installing Sonar?
Normal operation is that the mouse cursor will disappear when adjusting a parameter and turn back on when releasing the left mouse button.
What I gather from your post is that your cursor is remaining hidden.
If it hasn't worked properly from day 1, I would check your mouse pointer options and turn off mouse tails.
If it has recently started doing this, what changes have been made to the system?