Time and time again, I find that people ask how to use midi instruments here on the forums.  I have created a short (13 minutes) video to describe the process of adding a VST to a track, the various insert options that you will get, the use of TTS-1 for assigning instruments to different channels of the synth, a description of the path the data takes, and the manual creation of new midi tracks to feed additional channels in a multi-timbral synth.  Buy Sonar X2 at Guitar Center Online