you can directly open NX part in Creo Parametric 3.0. In Creo Parametric 2.0 this functionality is not available.
Actually the functionality itself is available in Creo 2.0:
But it requires additional license, as Ben pointed out; there also needs to be UG NX installed on the same machine as Creo, because PTC uses some .dll from NX installation (probably due to some licensing issues).
But you're right - it's not open directly, since this functionality was introduced in Creo 3.0, in Creo 2.0 it's still "simple" import function.
The functionality has been there with a license since Wildfire 1.
As I had both UG V18 and WF2 running on my computer, I did some sample tests with the license.
When NX2 came out and they had direct Pro/E import, I provided some WF2 parts and assemblies to a friend at Unigraphics to use as test parts.
Both systems required licenses, but NX did not require WF2 to load parts while WF2 did require NX.
Glad to see that PTC has caught up with NX in the open direct of another systems models after 10 years since NX could do it.