So if I understand correctly, you have a mix in Sonar that plays through both speakers. But when you export it and reopen in Goldwave it only plays from one speaker?
Have you tried playing the file in Windows Media Player or WinAmp? If not, do so. That should tell you whether the problem is in the Export from Sonar, or in Goldwave.
My guess is you have the panning knob set wrong in Goldwave, or something like that. First test the mix in WMP and let us know if you get playback from both speakers.
BTW, your original description of the "panning disappears" sent everyone off on the wrong path. Panning disappearing would imply that you get playback in both speakers, but everything sounds centered.