New to SW

I have never used SE, so can't address that part of. However, since I am particularly keen on using hotkeys to enhance productivity, I would suggest loading all of mine from the start. If you wish to go that route, I can send you a zip file that has the registry entries and documentation that list all that are standard in SW, and also all that we have standardized on here. This includes what you would normally consider hotkeys (m-mate, n-note, w-zoom to window, etc) and also the numeric keypad set of macros that give you all the different std & isometric views at the touch of a key.
I would also suggest loading your SW application as C:\Program Files\SolidWorks2005\ with the common files loading as C:\Program Files\Common Files\Solidworks Data2005\. (Note - no space before the 2005.) There is more than one reason for this suggestion, and I believe in it enough to suggest that you uninstall and reinstall SW if you have not done it this way. The first is that you will be able to use more of my help, as in here's the file - load it. The second is that there will come the time that you want to upgrade a machine to the next version and still maintain a lesser version for customer compatibility, etc. and so you need to be able to keep them separate. This is what I have learned from my experience. My thoughts.
WT

Check this link out:

Expect SW to be very slow on large assemblies, especially on drawings.
Jerry Steiger Tripod Data Systems "take the garbage out, dear"

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Tom, I STRONGLY recommend that UP FRONT you bring in at least one senior guy (a contractor if necessary) who has a lot of experience both with machine design AND with SolidWorks. The amount of time you will certainly save WILL pay you back many times over. SolidWorks is fairly straightforward to learn and use, but there are a number of ways that you can paint yourself into a corner, just like with any 3D parametric modeling software. There are also efficient ways to do things, and bumbling inefficient ways to do things, and you will not necessarily automatically find your way to the first group. In fact, without some guidance you will find that your engineers and designers end up going fifty dozen different ways in their design approches, and (take my word for it) you WILL PAY DEARLY for that.
That being said, I recommend taking a look at the Web site of Matt Lombard and his Rules of Thumb. That being said, the old link to his site is no more, and the new link he sent me doesn't work. Email me directly and I can probably give you a valid email address for him. You'll find an email address on my Web site, or you can just unMUNGE the address in the header.
Mark 'Sporky' Stapleton Watermark Design, LLC

As suggested by Sporky, you are jumping into a major undertaking if you want to start with a project to handle a product with 10,000 pieces.
There are lots and lots of techniques to make large assemblies work faster and better and you can search back in this newsgroup for some of them.
1. How to use subassemblies to best effect 2. Using a dumb solid in place of a large subassembly in a larger assembly. 3. To use or not use fasteners in some assemblies, and how to use and organize those fasteners and whether or not to use ToolBox. 4. SolidWorks settings to improve performance with large assemblies 5. PDM
Buying the advice from someone who paid the price the hard way could save you weeks or months of time as has been suggested.
Bo