Hi Spongebillybob, IMO You are doing the whole thing little bit opposite way. If You want to use Roland sound from Sonar, have to send MIDI signal from PC to Roland (basicly it means Sonar has to tell to Roland what he has to play...

), taking AUDIO from Roland to PC is the next step - recording. First of all - do You have MIDI out from PC? If yes, no problem. If not, some USB-to-MIDI interface has to come in between. Then connect MIDI-OUT on PC (or on interface) into MIDI-IN to Roland, define the MIDI OUT ports in Sonar, MIDI receiving channels on Roland and it should work. Very roughly said... maybe it helps.
...and don´t forget: sounds from Roland will NOT be in Sonar, they will come out always from Roland...
Expensive gear is nothing - hands are important...
Job: ...has nothing to do with music...
Gear:
YAMAHA QS300, Yamah DX-7, Roland JX8P, Roland SH101, Medeli SP-1,
M-Audio MobilePre, two hands...