You need to monitor the sound from the X3 - not your computer sound card. When you use the POD with a DAW (your Sonar in this case) the POD becomes the soundcard, and all sound being played back is routed to the POD.This is true for monitoring sound while you record as well.

Try plugging headphones into the POD, or connect your speaker system to the POD outputs (headphones or other).

You're welcome - I'm happy to have been helpful.

If you want to remember/record the great riffs you play when you're not at your computer look into another Line 6 product called BackTrack, or BackTrack+Mic. Great little portable audio recorder designed for guitarists. I have one and love it.