Unfortunately, the only advice I could offer is to look into a 3rd party company who could make the data translation for you. A word of warning, though - I did the same thing with a project I was on 2 years ago, and the original NX data, after being STPed out and imported into Catia using the STP translator, still consisted of all surfaces - Catia could not close the surfaces, and therefore could not create a solid geometry. So, depending on the complexity of the NX data, getting solid geometry in Catia without a specialized healing module (more $$$) may not be possible (just my experience).