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Connect your playback device to the line-in of your sound card.
Open SONAR LE.
Select an audio track and set it's inputs to your sound card. You should have three options; Left, Right and Stereo. You could record each channel of the stereo source on different tracks if you wanted to, but a single stereo track is usually enough.
Click the Arm button for the track(s). Start the playback device. You should see the record level meters moving. Adjust the input as necessary with the sound card's controls. Do this during the loudest part of the song otherwise you may clip if you set the record level to LOUD while not much is going on in the song. The Gain and Volume controls in SONAR are for output only and won't affect the level of the recording.
Stop/rewind the playback device.
Click the Record button in SONAR's transport. When the Now line starts moving, start the playback device.
What have you tried so far? And are you having any specific problems?