How to import ACIS solids to one part file

I am trying to import an ACIS file I have been sent that was done in TurboCad. It consists of about 20 solid objects. When I import the file (File, Open, ACIS) I always get an assembly file with multiple part files. What I want is a part file with multiple bodies. I have tried checking and unchecking the option to no avail. According the Help this should do exactly what I want -

Import multiple bodies as parts

(IGES, STEP, UG, and ACIS only).  Imports a multibody part as separate part documents in an assembly  document. When cleared, the multibody part imports as a part document with  multiple bodies.

See the screencast below:

http://screencast.com/t/ZWRiMTZlY

Is this a bug?

I'm on SolidWorks 2010 SP2 on Windows XP SP3

SolidworksImport export