Save As and change the Save as Type to a Part (.prt) file.
While in the assembly, select Insert, Component, New Part (pick a plane) to create a new part in the assembly. Edit the new part within the assembly, if you are not already. Make sure you are NOT in a sketch. Select Insert, Features, Join. select the bodies you want to merge and select ok. Your new part is now the parts from the assembly merged into one.