Is your AutoCAD file a solid model? If it is then all you need to do is open both AutoCAD and Solidworks then use Copy and Paste (CTRL+C and CRTL + V) to move the solid into Solidworks. (You can even select multiple solids if you like)

Solidworks also has the ablilty to open the DWG format but it is much too cumbersome and not very effective is you existing Autocad file is the equvalant of an assembly of solids.

Hope this helps

This from Matt at MCADCentral.com

3DCADTips Support Desk