Well.....are there any pink, instead of purple, edges? If so there are boundary issues, that may or may not be fixable with Data Dr.. You may have to delete surfaces, and put in new surfaces before you try and merge. If you have Solidworks, that actually has a much better translator than Pro/E. In cases where I had geometry problems on import directly into Pro/E, I'd import it into SW first, then STEP it out to Pro/E. Beats fixing things by creating surfaces.