So you have a solidworks assembly file or a step file??
If it is a step file, there is an option in the import dialog to "flatten assembly" (or similar wording). This option will import all the original components as bodies.
If you have the proper license, I believe there is an option to import solidworks files directly (without translating to a neutral format first). I'm not sure of the options in this scenario as I've never used it.
Cowski, Thanks for your reply. I can able to read solid works assembly dirently in NX8 but I am looking to import as single file with bodies. Flatten asssembly working fine for me as single part file