First of all I would like to know which version of SolidWorks you are using?
And what is the default unit set in your SolidWorks part or assembly template?
Try setting your SolidWorks templates in MM.
Then automatically any file you open in SolidWorks,will show you the dimension values in MM.
Once you import/open it in SolidWorks, use scale feature (under Insert > Features) and scale it down by 0.0393701 scale factor
Colin, you can also edit the IGES file in notepad and change the units from there. I believe Irfan showed you how.