How do you assign units to an stl file that is being imported?

I am importing an stl file that works perfectly fine EXCEPT it assumes that it is in meters when it should be in mm. The program I exported this stl file from does not attach the units to it. So I have come to the conclusion that when I open it in SolidWorks it is deciding it is in meters. I'm guessing there should be a way to change this. Help?