Converting PRO-E files to SolidWorks ?

I have many customer files in PRO-E that I would like toconvert to SW. When I use the open PRO-E part option I do not getthe files? Does anyone know how to import native PRO-E files?

I have PRO-E and have been exporting STEP files from PRO-E andimporting the STEP file into SW but I loose the features even whenusing the import features option. I would like to be able to unfoldthese parts without spending more time than if I had redrawn theparts from scratch in SW.

Thanks, ChrisSolidworksParts And Features