Already-opened document

I tried searching for a solution in the forums but couldn't find anything relevant.

I have a huge assembly that contains multiple instances of parts and while loading the assembly SW keeps asking me "A document named XYZ is already opened. Do you want to show this already-opened document".

Options are yes and no. No matter what I hit, the dialog box keeps popping up until all instances of that part have been loaded. It's getting pretty annoying. Is there a setting I could change or something to get rid of this problem?

Thanks

SolidworksAssemblies