Go to Tools > Mixdown Audio > Bounce tracks or export file..from there choose the format u want..if can't convert to mp3 just get those audio format converter software..and this should be in how-to-computer SW section..cheers!
Sonar doesnt come with a full version of an MP3 encoder so you need to buy one if you want to export to MP3.
I am sitting in front of Sonar right now and maybe it's a different version the poster above is using but the way to do it is a bit different.
Go to File>Export>Audio Then a box comes with all the options you can use. Name your file and where you are saving it to and off you go. Usually if I need it in MP3 i'll export as a RIFF Wav then burn an audio CD from which I can import to iTunes.