Thorlabs downloaded part models

Hi I'm a newb so please forgive any stupid questions I might ask.

I'm downloading part files from Thorlabs to build a microscope system and some of the dowload files actually contain 2 individual compents  When I open them in Solidworks solidworks asks me if I wish to proceed with feature recognition. when I click yes it asks me which body I want to recongize (the 2 components in the part file, lens tube and threaded retainer ring).  If i pick the lens tube the threads aren't recongized and if I pick the retainer ring then the model has errors.  Is this common?

SolidworksGeneral