change playback speed of a clip (should be easy - varispeed)

If you are talking about loops, then pitch and speed are separately specified. If you have a clip that is an exact number of beats long, convert it to a groove clip (loop) by selecting it and typing ctrl-L; then it will follow the project tempo. If you see in groove clip properties that it has been assigned the wrong number of beats, change it. Then add a pitch marker, or use the groove clip properties to specify the pitch you want. If not a loop, you still need to edit pitch and length separately. Note: changing either speed or pitch or both requires resampling to meet the sample rate of your audio output.

@ bvideo

for me it does not matter what it is: vocal, loop, individual drum hit: just want to achieve the exact same effect as when I change the playback speed in my wave editor GoldWave.

@ Kev

So I set time to 50% and pitch to 12.00. This way it plays back the wave twice as fast. But what about the accuracy. For what I want accuracy (i can choose between normal and high) should not be an option at all: just playback twice (or 0.78 of the original speed) as fast. I feel a bit insecure about this method. Which guarantee do I have the target-icon is exactly on the gray sloped line?

The help file of that specific plug-in does not work for me as I have Vista. Vista does not support older windows help files.

because Sonar can't do it without applying a pitchshift algorithim

one of the most ridiculous statements I've heard!

wave editors apply pitchshift algorithms to change the pitch as well.  there's no way else to do it in the digital world. 
to change pitch use the pitch shifter VST like Kev999 says.  as far as "accuracy" and the gray sloped line - if you can't hear the difference what does it matter?

>> if you can't hear the difference what does it matter

In that case can you please elaborate on this:
original mono wave file of length 11.162 seconds
pitched down by 2 semitones gives me in Goldwave a length of 12.528 seconds
pitched down by 2 semitones gives me in Sonar (while holding down the shift key + choosing high accuracy) a length of 12.951 seconds