I have downloaded some parts, in Pro/E format, from a couple of different manufacturers' websites. They open up fine and look good on screen. When I initially opened them, I was prompted for a density for each item.
I didn't know at that time what each item was, so I accepted the default, 1.
I assembled the new parts into my assembly and, as expected, the mass of the whole assembly, according to the column PRO_MP_MASS in the model tree, was enormous. So, I set to and opened each new part and used Edit, Setup, Mass Properties to set the density to the correct value.
Imagine my surprise when each of my parts became invisible on screen and reported zero mass!
I thought perhaps I could be cunning and set the density of the sub-assembly containing the new parts to an average combined density using Geometry and Parameters. Great! The mass shown in the model tree against my sub-assembly was just what I wanted. However, the headline mass of the whole assembly was still way too much. Closer inspection revealed that the individual parts in my sub-assembly were still being reported as being as heavy as Kryptonite.
Back to the unmodified new parts. They appeared to comprise neutral files embedded into a pro/e part file. I did an Analysis, Model, Mass Properties and looked at the individual masses of each component. These showed a third set of numbers, once more much greater than I was hoping for.
Closer examination showed that these parts were all in the 'mmNs' units set. As soon as I changed them to the 'mmKs' units set to match the remainder of my parts, the parts vanished from the screen (although the model tree still reported them as being there) and the mass went to zero.
I used the 'Convert' option when setting the units, so the parts should have stayed the same size. Even if I assume the mass units were screwed by the conversion, there are roughly 10 N in a Kilogram, so, at worst, I would have expected my modified parts to weigh 10 times as much, or perhaps 1/10th as much; not zero.
It's been a long week, so far...