Normally you have to do both of these things in 2 steps that can use up some time, depending on model and the latency between you and the device.
When you click this, it opens 2 tabs and 1 will run then the other will sit and wait. This is because the SonicWall only allows 1 web socket to be active at a time per IP address. So, yes this means until the files finish downloading you will not be able to do anything on the device but that really should not take too long.
It was also found that you only need the word ‘sonicwall’ and ‘.exp’ for the settings download and it will still name it with that default convention and ‘techsupport’ and ‘.wri’ for the TSR and once again it will keep the normal default naming.
This was tested on the most current SonicWall UTM firmware and even as far back as 184.108.40.206 firmware this little trick will work.