joetink / rickcaron, I was having the very same issue with no turnaround. I was/am using Sonar Platinum and Helix (when connected by USB) was taking over any audio device and disable it. I do was able to play music with lets say winamp somehow (through the my audio interface while running Helix on my DAW) but not to use my audio interface to play the audio track on my DAW.
My goal was to automate CC messages with Sonar while playing the backingtrack (This might be easy if connecting Helix via midi cable and not USB but come on!)
But the issue seems to be with Sonar itself. I got a 'test period' Ableton Live copy and everything works just fine! no issues at all. I really wanted to do this on Sonar since Sonar handles PC messages as well as CC32 and CC69 which are needed to control Helix while Ableton has its limitations about this but well, this worked with Ableton and not with Sonar for me. Maybe you have a try.