There are several options.
Probably the safest and easiest, if you are working with Pro-E 2001 would be:
1. Create a new assembly
2. Assemble the part you want to copy.
3. Select COMPONENT > CREATE
4. Then Select PART and MIRROR in the Component Create Box.
5. It will then ask for the part you are mirroring and a reference plane (mirror plane). You will need to select if you want a reference or a copy of the exising part. Select copy if you want an independant copy.
There are other ways, but this is easiest. I've only had problems once with this method. It was a huge complicated shrinkwrap I was mirroring. Hopefully it will work for your purposes.