Never mind, I figured it out with a little digging. Not terribly intuitive, but now that I know, I know. Thanks again!
User Codamedia had posted this here
http://forum.cakewalk.com/tm.aspx?m=2303041 When you setup the VS-100 as a control surface, did you assign the "output" back to the VS? It sounds to me like the VS can feed to Sonar, but not receive from it.
1: Press P to open the preferences
2: Go to MIDI > Devices
3: Make sure "CONTROL VS-100" is checked for both INPUT and OUTPUT
4: Now go to MIDI > Control Surfaces
5: For the VS-100, your IN should be set to "CONTROL VS-100" and your out must be set to "CONTROL VS-100".