I'm not familiar with the SolidWorks Simulation user interface, but I would try running a multi-step analysis with a very small initial step size, so that you can see how the model reacts as you begin to apply the pressure. You can also get some insight by just running a single step with a pressure that will allow it to solve.
I'm a bit confused by your 100 degree Celsius. Are changing both the temperature and the pressure, ramping from, say, 20C to 100C as you ramp from 0 to 500 psi? Or are you trying to model what happens at a steady state 100C? I almost never have to worry about temperature, so I am not familiar with how that is handled.
Hi April: are you running the linear static study type? if so, I have a hunch you're seeing the "large displacement" warning, which I believe turns-on if strain exceeds something like 2%. You could sort-out which test (or both) are causing this. Try the tests separately. Next you could check with hand calculations. I believe for the tube strain due to pressure (assuming circular cross section) you can write: strain = (pressure*radius)/(E*wall thickness), and for thermal strain = (Coefficient of thermal expansion) * (change in temp). To get the zero-strain reference temperature, you can check the study properties and look for an entry by that name ("zero-strain reference temperature"). If either or both of these are over about 2%, you might have to conduct a nonlinear study as suggested by Jerry - you can ramp-up the loading for either test, separately. Hope that helps.
It's probably also worth checking the material properties - I once lost the x10^-5 from a thermal expansion coefficient so needless to say the geometry blew up pretty spectacularly and I had a large displacement error!