Solidworks and Illustrator help!!!

Hey everyone,

I'm a little new to Solidworks but I am having trouble with importing an .ai file into a sketch so that I can cut a part out on a waterjet machine. I have looked around have seen that people have has some issues in the past with this and I was wondering if anyone else had the same problem. When I create a new part file I try to open the .ai file so it would sketch on the front plane, but when I open the file nothing happens in Solidworks it just open Illustrator and I cent figure out what I'm doing wrong. Does anyone have any suggestions. I am using the student version of SW2012 so I don't know if that is a problem as well. Thanks for any help!!

SolidworksImport export