Part not modeled normal to Coordinate System

I imported a part that is not placed normal to the coordinate system and I'm trying  to do some measurement on this part. The measurement are displayed normal to the coordinate system in solidworks therefore I'm getting a kind of skewed dimension which is not correct. Is there anyway to align my coordinate normal to my part or do I have to move the part normal to the coordinate system?

Kris.

SolidworksGeneral