When importing or exporting a neutral file format, such as a STEP file or Parasolid, the following error may appear:
This error indicates that the default templates that SOLIDWORKS has specified in the options do not work. This can happen for a variety of reasons, such as if the default templates are missing from the default template location.
Please make sure the location of your templates is added to Tools->Options->File Locations->Document Templates. To add a new location, select 'Add', browse for the template folder, click 'Select Folder' and 'OK'.
To select the Default Templates, go to Tools->Options->Default Templates and click the “…” button next to the default part, assembly, and drawing templates to select a template (even if a file path is already listed there).
Then select the appropriate templates.
This should resolve the error message, so you should be able to import or export the file.