in PA9 if you want to save any midi Fx in the track there is a button on the console with an FX on it. IN Sonar XL 2 i can`t find anything that does that. ...or is it auto?
If you're speaking of the Apply Midi Effects command, the button is gone in Sonar. You can get there from the pull-down menus ("Process" in Sonar 2.0, "Edit" in Sonar 1)