It is also possible that you have mistakenly assembled a free moving body in a mechanism assembly to its ground, which locks motion in Pro/E.
For example, if you are assembling a hydraulic cylinder to a plate, you could use regular assembly constraints to place the cylinder. However, you need to make sure that your "Component References" do not reference any moving part(s). If you do this, Pro/E will consider these two components to be part of the same body, and thus they will not be able to move.
The correct thing to do in this case would be to create all of the constraints between the assembly and the ground body on the component (i.e. the cylinder body).
Hope it made sense. All we had was decaf this morning, so forgive me if it doesn't.