Regarding DimensionPro, you should see it when you click "Insert" on the file menu bar, and choose "Soft Synths". There should be a list of all your installed synths. If it's not there, it's possible that you didn't install it. It comes on a separate CD and has a separate product key, but it's shipped in the same package.
Either you're using a cracked version of Sonar, or Cakewalk ripped you off.
I think Guitar Rig LE came on a separate CD as well. Along with Beatscape. (Beatscape sucks, you're not missing anything if you don't have that)
