Why can't I import / open / see step files on my machine, when my colleagues with the same software package (SW 2012) can? Is there an import setting that I am not aware of, or something?

I received a file (more that one component, to make an assembly when opened) this morning and, as I have seen before, it will open on both of my colleagues' machines, but not on mine, despite us all running SW 2012. How can this be?? Thanks in advance.