I have sonar also. And did have this problem.
After messing with all the I/O devices for what seems like forever, I got it working.
But I have a latency issue.
The sound comes out of the speakers a second after its played on the guitar.
Any Idea on how to fix that one?
I was running straight to the soundcard through a cable adapter.
Not the best setup but all I have.

(need to get me a digitech 3000 or gnx4 to record with)