Don't use the Pro/E Default template (start part) if you'd like to work in metric to start. By unchecking "Use Defalt Template" when making a new part you can pick a metric template.
If you've already started, go to Edit-->Setup-->Units and set the unit system to mmNs. Be careful, if you've modeled parts as inches where they should have been mm, have Pro/E Interpret the dimensions. Otherwise you will have a part that is 25.4 times larger than it should be!
For your dimensions, go to Tools-->Options and then type into the field at the bottom of the window that pops up:
tol_mode ...and set the value to--> nominal
Save these options (there is a save button at the top) to the working directory where Pro/E starts, and Pro/E will load up these options upon startup.