You might want to move this question to SolidWorks/Import and Export. You may be more likely to get good answers there.
In theory, you might be able to open the native ProE part in SolidWorks and, by setting the proper options, get the features to come across. I've never been successful doing that because only the simplest features seem to work.
You might also use FeatureWorks, if you have upgrade of SolidWorks it comes with. Again, this usually doesn't work on the tricky bits. Fillets, Sweeps, Lofts and such tend to have problems.
That doesn't sound so bad; as the tricky parts tend to happen at the end;
except maybe some early lofts and sweeps. If you get most of the
geometry over that way, I don't mind doing some detailing. I'll give it a try.
In the early versions of both programs, I believe this was not possible,