i haven't tried to use any plug ins to record a 'wet' (processed) signal in SONAR. the nice thing about recording with plug ins in SONAR is that the signal you record is 'dry' (unprocessed) so that you can change effects setting later if you wish, or even switch to a different effect. once you have the sound you want you can apply the effects to produce a new wav file to free up your processor....perhaps you can patch the output of a track with a plug in on it to another track and record 'wet' that way..but i don't see the point in this, given that if you can do this, you can probably just record a track 'dry' while monitoring with the effect you want, and then later, apply the effect directly to the track to free up your cpu...the end result is the same as recording a 'wet' signal...
the degree of success you will have using plug ins to record will depend largely on your soundcard's drivers. so if you are having trouble, you might want to state what kind of soundcard you are using, as well as cpu type and speed, and amount of RAM