Is there a setting for the default "appearance" of an imported body?

Recently, when I download STEP files and import them into SolidWorks 2015, they come in with a default appearance - gold. When my colleague imports the same file, it comes in with no appearances.

Here is an example:

This, for reference, is what my colleague sees when importing the exact same file:

I have tried going to System Options/Colors and choosing Reset Colors To Defaults, but that doesn't seem to have changed things. I have considered getting my colleague to save his settings and let me use those, but we use very different keyboard shortcuts and stuff, so I'd rather not have to reset all of that.

Thoughts, anyone?