Try first going to My Computer, C drive, Program Files, Cakewalk, Sonar, and delete a file named TTSSEQ or TTSSEQ.INI. You can immediately launch Sonar again and it will re-detect your MIDI interface.

If this does not solve the problem, go into the TTSSEQ file (double-clicking it should launch Windows Notepad) and add this line under [Options]:

IgnoreMIDItimestamps=1

Save the file and relaunch Sonar.

If this still does not help, in Sonar, try going to Options - Global - MIDI and raise the Prepare using 500 Millisecond Buffers to 1000.