I want to record multiple MIDI tracks.  Keyboard audio outs go to mixer.  MIDI output thru USB to computer.

Computer outputs go to mixer.  I need to hear previously recorded tracks to record the next MIDI track. 
 
I have muted the track I'm recording.  I've turned off every output device in Sonar.  I've tried everything I can find, but Sonar ALWAYS plays the track back through my keyboard with about 1/4 second latency, which makes recording impossible.
 
I've spent at least 20 hours going through tutorials and documentation and have ended up utterly helpless and unable to perform the most basic function for which I purchased the package.

Wow. That's a great subject line for an introduction though. Everyone knows how frustrating it can be when using a software package new to them whether audio, graphics, database, etc., and so on, so forth...

Because of the many Users who do midi successfully with this DAW, it's obviously more than likely a software setting, hardware setting or even a hardware problem. Maybe an older driver getting in the way.

With the obvious stated and out of the way there are a lot of persons who are midi masters here who can help if so motivated. There's moral support too, always a big help.
I myself can only say hang in there... I'm not a midi master myself. But hang in there or don't, my suggestion is to press on without forgetting to be thankful for what you do have. After you dismiss my email as not being helpful be sure to review my second paragraph.

Keep makin' music!

What are you using as interface??  If you are trying to monitor through sonar and not the interface's mixer, latency woill likely be an issue.   Unless youre using thunderbolt.    Also, sounds like you have outpit of your midi AND sonar going through the mixer.   YOu only want to hear the output of Sonar combined with the midi and that is where the interface SW comes in.   ALSO, uyou may need to bounce down peviously recorded audio and turn off the FX button in order to prevent latency. ALL DAWs have the same issue.  Its not SONAR itself
 

Did you check the MIDI output on your armed track? That should not route back to your keyboard. If muted, input echo should not be an issue, but I would shut that off as well.

Hello, new (and rather disgusted) user. I understand your frustration but don't blame your tools when the issue is probably down to your inexperience with them. To get the best help from here, please list your exact setup. What keyboard is it and what sound card etc?
 
From what you are saying "Keyboard audio outs go to mixer", it sounds as though your keyboard is a hardware synth and you might be trying to trigger a sound on your hardware synth via Sonar? That's simple enough to do. You say, "Computer outputs go to mixer. ". Do you mean you have sound card outputs going into an analog mixer?
 
What buffer size (audio and midi) are you using?
 
More details will help us help you.

Hello Merlin, and welcome!
 
I'm sorry to hear of your frustrations. I'll try my best to help and if I can't help I'm sure someone esle can.
 
First though, it would really help if you could post your system specs including audio interface info. At the least, I need more specifics before I can attempt to help. I might need to leave but I'll be back!
 
This sounds to me on the surface like maybe a routing or buffer setting issue. Just my guess early into this.
 
 

I would forget the hardware synth as a playback source until you get a handle on Sonars MIDI basics. Using a VST soft synth is much easer for getting started. Using outboard gear is a little more complicated so put that asside until you master a simple set up first. 
 
Insert a soft synth like Dim Pro or TTS-1 and get that working first. 

I'm assuming that what you have is a multitimbral hardware synth that plays back different sounds on different channels. You want to record a MIDI track into SONAR that you can also hear on your synthesizer as you play. Furthermore, you want previously played MIDI tracks to play back through specific sounds, on specific channels in your hardware synth.
 
When you say "SONAR plays the track back" I'm not sure whether you mean one that you recorded previously, all the tracks that you recorded previously, or the one that you're currently recording.
 
Latency is most likely a function of the audio interface and computer speed. If you are using an internal audio card with standard Windows drivers (not the new WASAPI ones, assuming your sound card is compatible with them) you will almost certainly experience considerable latency. This is why Steinberg invented the ASIO protocol for Windows, because Windows itself did not provide a low-latency audio solution.
 
I don't think the problem is with SONAR per se, but the way in which it interacts with your system. So, more system information is essential if we are to resolve this problem (which I'm sure can be resolved).

Keyboard is Kurzweil SP3X digital keyboard.  Computer is an HP laptop using the default sound system inside the computer.  It's a Windows 7 box with 4 Gb RAM.  I run all sound through a Mackie mixer into headphones.
 
I'm trying to record a piano midi track.  Then a bass track, and then add drums - all through midi.
 
When I set midi output to the Kurzweil, I don't have the latency problem, but then my original piano track goes to the patch I'm playing on the keyboard, instead of maintaining the piano patch.  Example:  If I'm recording a drum track, the piano part comes out as the various midi drums that correspond to the notes from the piano track.
 
So I set the midi output to the computer's Microsoft synth, but then the note on the track I'm attempting to record sounds with the computer's patch about 1/4 second after I play the note on the digital keyboard.  That's what I'm trying to eliminate.  If there was an option to have no midi output on individual tracks, that would solve the problem, but I've only found that under Edit->Preferences and it's global, not track specific.
 
Until recently, I was doing that in Cakewalk on an XP box with no problems, but I was using a Sound Blaster card instead of the built-in sound system (there's really no sound card in a laptop) I'm now using.

I could record, edit, and work with the midi until I get it the way I want, and then record that onto an audio track.  That would solve the problem, but it adds a lot of steps in a multi-track recording.

All I'll say again is your doing it the hard way, stop thinking in 15 year old terms and start using what is now how it is done with VST instruments. 
I could spend a few paragraphs telling you how to make your system work but ?? As I said , record the midi data and use it to trigger a soft synth, Your obviously tangled up in loop back and channel assignment issues. With soft synths that won't happen.