Yes, you can disable the Local Control Off and Local Control On messages from being sent at open / close of Sonar.

Go into the Cakewalk or Sonar directory (typically C:\Program Files\Cakewalk\Sonar X\ (where X is the version of Sonar you are using: 1, 2, or 3) and double-click a file named TTSSEQ (it may be named TTSSEQ.INI) and it should open up in Notepad.

If you do not have a heading named [Options], add one on a line. Below [Options], add the line exactly like this (with capital letters as shown):

SendLocalOff=0
SendLocalOn=0

Go to File - Save and exit Notepad. Then launch Sonar, the messages should not be sent.