Save as and File Open are technically Windows System sounds, even though SOLIDWORKS initiates the event. Try scrolling up in that 2nd dialog you posted to the Windows section. Perhaps the "Notification" and "System Notification" options might be your issue. Or you could turn them all off as an experiment.
That´s seem to do the job.
I turned off some of the windows systems sounds.
Thanks for quick respons.
Awesome! I'm glad I could help.