You have to keep going past the Personalization message.
Hold down Shift all the time. Hold it down while clicking the Sonar icon, say Yes to the Personalization message, continue holding Shift while you navigate (using the Sonar menu) to the file and keep holding Shift down while you double click the file name. Then you'll see the question about plugs, you don't get a list, you get a question for each one (or you can say No to All). One by one is better if you're trying to isolate the culprit.
The Personalization, whatever it is, didn't seem to make an changes or difference to my files.
Once in the file, I took the opportunity to Consolidate Audio Folder, found under Tools. That gets rid of audio that isn't being used in the file.
If you want to open a second file in Safe Mode, you only need to hold Shift while double-clicking the filename. You don't need to close Sonar and start all over again.