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, it is likely an improperly-installed MIDI interface driver which is causing this problem. Try uninstalling your MIDI device (and removing drivers) and then check to see if there are updated drivers and install them.