Most of the time, especially when working with a mixed mesh, as in your ZAP raam TH-edit_24.01.2009-001.sldprt, you have to do a good job of prepping the part.
For example look at what happens to a shell mesh at the mitered areas.
Because of the sharp transition, solidworks has issues creating the mesh. For this you would want to add fillets to the sketch path of the weldment. Also make sure that the merge arc segments box is checked.
The mirror4 feature should not use the feature to mirror option. You should be using the bodies to mirror option as you'll want to treat that end cap as a solid body and the tubing as a shell. The transition between the end caps and the tubes should be smooth (the end cap should match the profile of the tube not extend past it) Keep in mind that the model doesn't have to be exactly as manufactured when performing FEA. It is more import that the part meshes correctly and gives you reliable results.
Don't use solid mesh when you should be using shell mesh for the structural members. Hope that helps.