Assuming the new track is audio:
Unless you are using the bounce option under edit, Sonar 4 won't record the outputs of other tracks (as far as I've found). The inputs for the tracks are only your soundcard/interface. If your output is looping back to your input, then of course, you can do this.
I would check the sound card/interface settings. My soundcard, Echo Mia, for example, won't loopback without patching the out's to the in's, but some will do it internally. A soundblaster card, or other basic soundcard can loopback using the OS's or proprietary mixer utility.
If the computer is hooked up to mixer/interface with more than just simple functionality, as caesar says above, it should be checked to ensure that the output of the computer isn't being routed back to the input. If all is connected to a single mixer, make sure the in's and the out's are on completely separate buses.
If the new track is midi and you are using only one sound module, then the click will get added into a new midi track. I don't think this is what you are referring to though. However, if so, When I need one, I'll record a midi click as audio and then I can use it if I want while recording other midi tracks. On an all-midi project, the only drag is if you change the tempo before you're done recording. Then you have to re-record the click.
If he can't solve it, posting more about his setup would help.
