Welcome to the forum. You can't save SolidWorks files to previous versions. There have been many discussions here on the topic.
The best you can do is run "FeatureWorks" on your dumb files. If the part is really complex it will not be able to rebuild all features.
SW is not backwards compatible. newer version can open older but not the other way around.
so all imports come in as a dumb solid, thats just how it is.
Welcome to the forum.
The only way to do this is to save the 2012 files out as an igs, step or parasolid and then
open this file up in 2011.
Short of this like it has already been said, Solidworks is not backwards compatible.