We go down this road almost daily at my workplace. Here's how we handle it.
Autodesk Inventor and SolidWorks both read native NX files and either one costs significantly less than a seat of NX. We use both programs here in different departments. Actually, Inventor does a better job of reading the files in. Then we export the file as an Inventor (.ipt) part file or a Granite (.g) file or a STEP file and then bring it into Pro/E. WildFire 5.0 will read an .ipt file directly if you have inventor already installed locally on the same machine.
SolidWorks actually has better tools to repair any screwed-up surfaces, but it you can live with a surface file import into Pro/E and not a solid, you will be off and running quickly. Sometimes the files translate as solid right away. Not only does this work for import of NX files, we can also read-in CATIA files with ease. Again, Inventor seems to work the best at this task. Actually, Inventor imports IGES and STEP files better than Pro/E does. We've seen it time and time again.
Regards,
Bob Schwerdlin
Design Engineer,
Dukane Corp.
2900 Dukane Dr.
St. Charles, IL 60174
630-797-4974 direct
-