Can you attach the original "solid body" file (not the SolidWorks file)?
ACIS solids can be imported into SolidWorks from DXF/DWG. You can check if it is a true solid in AutoCAD or a compatible app such as Intellicad by listing the entity info. It will report 3DSolid if it is a solid.
If its importing as faces (mesh) it may have been saved to an earlier version of DXF that does not support solids.
Its possible that repairing the object by using a utility such as Netfabb might join the facets so SolidWorks will recognize it as a solid. You could save it as an STL after its repaired and then import into SolidWorks using "Solid Body" in the STL import options.