Pedal (CC# 64) not being recorded.

My piano pedal is not being recorded. I can manually add pedal markings and it works but I (of course) need my performance recorded with pedaling. I'm using the Garritan Steinway and it works fine in Sonar. I can't even overdub the pedal - it still is not recorded. Does this need to be enable somehow? Are other MIDI CC messages recorded? I'm a new user so it may be an over site.
Thanks.
Thanks.