Could it be that "Share drivers with other programs" should be checked (if it already isn't)?
Another option might be, that say, Media Player or other software is set to use ASIO driver and the motherboard audio chip, and SONAR uses ASIO and an audio interface. So, as ASIO can only use one interface at a time, the jam is ready.
Or maybe my info is already outdated...haven't thought about this in years.