I'm trying to figure out how to make a note slide up or down to another not...basically connecting them - I know how to do it in fruity loops, but I can't figure it out in Sonar - It's for a Stand-Up Bass Vst, any ideas?
You can add a controller for the wheel.

In the piano roll view at the upper left corner click on Notes/Velocity and add a new type -- Wheel. Send it to the same channel your VST is using. If you enable Control Pane, you can add a pane for Wheel and edit events just as you would edit velocity events in the Control Pane.