You can export solids body in STEP format (".stp") and surfaces as a IGES file format (".igs") then for reading them in NX.
You can save Creo files as NX using File > Save as NX. However type Nx is license feature. If you have license for Collaboration_Ext_NX you can save files as NX.
NX can also read Creo files, but not sure about Creo3.
It is also a licensed product like the Save_as to NX from Creo3.
Another solution could be to convert your Creo files to NX with CrossManager : http://www.datakit.com/en/cross_manager.php
It is not free either, but certainly less expensive than a Collaboration_Ext_NX license.
You should compare the two possibilities.