Importing Pro-E part file into Solidworks

I'm having an issue where I can't get Solidworks (2013) to import a Pro-E part file as a solid.  It will import as a surface but I am then unable to knit or thicken it to achieve a closed body.  When I try importing as a solid body it doesn't recognize all the features and fails to import properly.  I'm okay with loosing the feature tree information and only having one feature of the import but I need it to a solid body and not a surface body.

Attached the original pro-e file.  Can anyone help me get this to work?  I've tried all the different options listed here http://help.solidworks.com/2013/English/SolidWorks/sldworks/HIDD_PROE_CONV_OPTION.htm

SolidworksImport export