I have just installed a new Focusrite Saffire Pro 40 on my PC (i7, 8GB, Win 7(64bit) SP1. (I still have an Audiophile 2496 PCI card installed).
 
Once I redirected my PC to use the Saffire as output, my audio worked fine for things like Spotify, Internet, etc. Sound came out of the Saffire fine.
 
When I run Sonar X2, I go to Preferences, Audio Devices, and the ASIO Saffire Pro 40 inputs and outputs are all there, but they're greyed out.  The Saffire MIDI inputs and outputs are selectable though.
 
Bottom line is I cannot select Saffire Pro 40 inputs or outputs because they are greyed out, yet I can use the Pro 40 to hear sound from other things on my PC.
 
I must be missing something very basic... can anyone help?
Thanks.
Dave

Could this be because the Saffire cannot be shared. So if the system (windows) is already utilizing saffire as a primary sound device, X2 therefore cannot take over. 
Just a stab in the dark. 

I've tried it both ways - selecting my Audiophile 2496 as the system sound device, and selecting the Saffire.  Makes no difference. All the inputs and outputs are there - just grey.  I'm using the latest MixControl (3.0) and let it install the latest drivers when prompted.  No difference.

Looks like I solved it: I completely deselected the previous Audiophile 2496, applied, and restarted Sonar.  It warned me that no devices were selected.  I was then able to select the Saffire Pro 40.
 
Thanks very much for helping, SystemF! You had put me on to the idea that my system was somehow confused about audio source.
 
Dave

ASIO mode only allows one audio interface at a time. Pick one and use that.