I have a recording studio (using Sonar X2).
When I use my audio recording devices with Sonar, I only set the device in Sonar, I don't do anything with the sound panels. I have a Roland Octa-Capture and an MAudio Fastrack Ultra 8R (both USB connected). They have ASIO drivers and I just select the unit I want to use in Sonar. The devices show up in the sound control panel but I do nothing with them.
However, some PC sound playback does not work through the devices. e.g. when I use Goldwave (an audio editor) I have to use my PC's sound card and speakers. It won't work through my audio interface unit and studio monitors or headphones.