I use Sonar alot but have never used the piano roll,
I like it for it's audio editing functions. Very eazy and fast.

Go to the Sonar forum and ask. Alot of good help there.

Peace..........Scoobie

Piano roll is for editing midi. Again, I think the manual is in order here. Whenever you use midi you either select a GM sound or Soft Synth. In your case you have been trying to use Session Drummer.

I have to ask, do you have the manual? Something tells me you don't. At any rate, I think I've given you enough clues to figure out what you need to use in order to be able to either step edit or manually play drums via a midi controller. There's tons of legal freeware out there.