WDM (Windows Driver Model) is the new Windows driver architecture for Windows 2k and XP (and only to some degree implemented in 98SE and Me, maybe one reason for your problems), it allows low latency audio functionality with soundcards that allow low latency.
ASIO (Audio Stream Input/Output) is a driver interface that was developed by Steinberg back when neither Windows nor MacOS had a low latency driver interface. It allows more professional low latency functionality with soundcards that have ASIO functionality and drivers.
Todays WDM audio drivers attempt to match the functionality of ASIO drivers, but in most cases ASIO is still to be preferred.
A program needs to have ASIO-capabilities in order to be able to access the ASIO driver, usually this is the case with (semi-)professional audio software like Cubase, Logic, Sonar, Reason, Fruityloops, etc.
Your Delta 1010 already has ASIO drivers installed, you just need to select it from within Sonar:
Options -> Audio -> Advanced
Addendum: ASIO is simply a funcionality feature of an audio driver, WDM is how it is programmed and interfacing with Windows. The ASIO driver is (part of) a WDM driver too. So you don't really change drivers, which would require a reboot, but the interface with which the program communicates with the soundcard.
[EDIT] All this came out quite confusing as I look at it right now, so please ask if something is unclear.