I've recently upgraded from Audacity to Sonar X3. Audacity used the LAME encoder which allowed me to convert my files into Mp3 format. Sonar pop up says my encoder is not supported and need to upgrade... What encoder do I need, where do I download it from, and how do I install it? Thank You.

Can't answer you specific question but Lame is the best in my opinion.
I tried many and eve bought a few but when I found Lame I quit looking.
You can run a stand alone version of lame with razorlame as a front end gui.
I've been doing it that way for ages and it's the best.

You can get them both here with instructions:
http://www.sightsea.com/music/download_razorlame.html 

SISU Lizard
I've recently upgraded from Audacity to Sonar X3. Audacity used the LAME encoder which allowed me to convert my files into Mp3 format. Sonar pop up says my encoder is not supported and need to upgrade... What encoder do I need, where do I download it from, and how do I install it? Thank You.

Try this - 
https://www.cakewalk.com/MP3

Sonar X3 hasn’t been the current version since the end of 2014. How do you get a copy of that? Old retail stock.
It’s a big jump up from free software like Audacity to Sonar which is not very cheap.