I was running Cakewalk Sonar Home Studio 4 on a Windows XP desktop. I’ve now installed it on a Windows Home Basic Laptop [the desktop is no longer functioning].           It doesn’t work.                                        When I open the programme a message comes up saying: ‘You have not selected any Midi outputs’.                                                             Options / Tools / Midi Devices simply had: ‘Midi Mapper’ in the ‘Midi outputs’ window.                                                                       Audio / Drivers / Playback & Recording / Driver Modes was set to ‘ASIO’ I changed it to ‘NME (32 Bit)’ and ‘Realtek High Definition’ (I assume that’s the laptop soundcard) came up in ‘Midi Outputs’, I moved it to the top of the list but it made no difference.                                                              If I load & play ‘Cakewalk sample content’ such as ‘Two Part Invention #13 in A minor’ a window pops up labeled ‘Missing Plug-Ins’. The clip plays but there is no sound.                                                                              If I load an audio file [for example an mp3 file] the data loads but when I click the play button nothing happens.                                                 Any ideas? Will Sonar 4 work with Vista?                                                   

Welcome to the forum.
SHS 4 predates Vista by a few years, I think, and may not be compatible. Try right-clicking the SHS 4 icon and set it to Run As Administrator. Do the same for the executable file on the hard drive. You can also choose to turn off all User Account Controls if you're comfortable doing it. That will turn off all the annoying security measures that Microsoft included with Vista to 'protect' us from ourselves.
Is your version of Vista 64-bit or 32-bit?
Did the Wave Profiler run the first time you opened SHS 4? If not, you need to go to Options>Audio, find and click the Wave Profiler button.
Do you have an external audio interface or do you intend to use the stock sound card? If you want to use the stock sound card's MIDI symthesizer (Microsoft GS Wavetable Synth) the Driver Mode must be MME, but if SHS 4 included any software synthesizers, maybe Edirol VSC, DreamStation and Triangle II, you should be able to use WDM or possible WASAPI Driver Mode for better performance. Plus the soft synths will sound better than the MS GS Wavetable synth in my opinion.

Switch that driver mode to WDM and then run the Wave Profiler. 

That raises a point that has been bugging me since I read the OP, Dave.
On a fresh install, SHS4 would have defaulted to WDM.
The fact that it opens with ASIO selected suggests the program may not have been properly installed.

Niel, did you install SHS4 from the original disk?

I turned off ‘user account controls’ & it came to life. However the audio side of it doesn’t seem to work to well, it decided to ‘drop out’ after approx. 2 mins when I attempted to record.                                                   ‘driver mode’ is set on: NME (32Bit) I haven’t done the same for the ‘executable file on the hard drive’ because I don’t know how to do that.                                                     Is it possible to download sh4 from the cakewalk web-site? I installed it from the original disc.                                                    Many thanks for your advice, Neil.   

No, it's been many years since SHS 4 was available.
But you can upgrade to SONAR X1 Essentials for $59. That includes a free upgrade to SONAR X2 Essentials when it comes out, if I read the ad correctly.  X1 Essentials is downloadable, as is Cakewalk's Music Creator 6 ($40).

Sonar 4 is not available for download. 

You should be using WDM or ASIO mode, not MME. 

      I was running shs4 on xp I’ve switched to a vista pc & I can’t get it to work. Gregy57 suggested that i: run the wave profiler / Turn off the user account control / set as NME32bit. I did this and it worked but then I set it to WDM & it won’t work even after I’ve set it back to NME 32 bit.             Gregy57 also suggested that I set the executable file on the hard drive to run as administrator… does anybody know how to do that?

Right click on the executable and then select Run As Administrator from the popup. 

Home Studio 4 is very old and may not work right under Vista. 

I set the executable file on the hard drive to run as administrator… does anybody know how to do that?

 
Search the hard drive for that file by opening Windows Explorer. It will probably be listed under Program Files.