There was a problem in cubase that many experienced in different ways. For me I think it was midi was out of time by about half a second...

The solution was to find the checkbox in the configuration menu's that said:
USE SYSTEM TIMESTAMP.

Is there anything like that in sonar?

I've seen timing issues pop into a project when I throw in some new plugs on the run... but what you described is strange..... you are saying the midi plays AHEAD of where it's supposed to be. Everything else is delayed? 

That's the idea Herb, it's a little better when I bypass the effects. It's not a huge deal. I quantize everything anyway and then manipulate the notes in the PRV. ( I may just suck a little with my timing, I'm a terrible keyboard player)