I've done this many times using autocad so if you have access to it you can find the command in the File/export menu
you have to set the screen colour as you want it in the final wmf and then set up the window exactly as you want it in the final diagram. Its exactly like doing a screen capture only with vector information.
Other programs i have used are Adobe Illustrator but you may not have access to that unless you have some graphics people in your place. That will open a dwg exported from solidworks and make a more sophisticated wmf. you can specify line weights and stuff.
hope that gets you going,
cheers
P Curry.