OK, if I am following this correctly,
the Radium 49 does not have its own sound bank. It is essentially used to generate MIDI data, but requires a "sound module" to create sounds. That module can be a sound card (e.g, the Creative Soundcard), an external device, or a DXi (e.g, Dreamstation).
I would suggest starting with a DXi, since IMO they are by far the easiest to set up and work with.
As James indicated, you need to establish two tracks in Sonar in order to use a DXi: one MIDI track, and one audio track which has the DXi patched to it. The MIDI track should have its input set to MIDI Omni, and the output set to the DXi. The Audio track should have its input set to none, and its output set to your Master Bus (or directly to your sound card).
From what I can gather here, you seem to have had success with everything
except getting sound to generate WHILE you are playing the controller. IOW, you can record midi data from the controller and get it to play back after it is recorded - but you get no playback WHILE you are recording. Correct?
The piece missing you are missing, I think, is that you may need to
enable Input Monitoring. I don't use Input Monitoring myself, but in Sonar 3.X you enable it by clicking on the arrow symbol on the track (directly next to the R (record) button. If you hold the mouse over it, it will say Input Echo On/Off.
AFAIK you should only need to enable it for the Audio Track, but if that doesn't work, turn it on for both the MIDI and Audio Track.
If this works, you may find that your next problem is a latency delay. IOW, you press a key and the response is delayed by a few ms. If that happens, c'mon back.
