Re: Model Import Procedure? Solidworks > Rhino > Vray Rendering
I have done a decent amount of this, working with other designers using Alias and Engineers using Ideas and NX (unigraphics). . . also importing 3D coming back from Chinese manufacturers (Typically Step Assemblies from Pro/E)
Of generic file formats step and iges are the two prime suspects you will be dealing with (i.e. not 3DM, .Prt or any other native file formats, which are saved in the file format of the program which creates them)
Iges >
In my experience, importing Iges is by far the worst! Iges files are single surfaces which are typically ‘grouped’ together in Alias to form what are supposed to be solid objects. . . they very rarely ‘join’ in rhino to form a closed polysurface (something to do with Alias’ tolerances or a fundimental floor in its ability to export its own data reliably, or a bit of both). I get caught in loops of finding the naked edges in rhino to ‘fix’ the file and usually output it as a Step (STP) file.
This is literally the bane of my life! it turns a supposedly quick job into a nightmare, it reduces me from being a talented designer into doing the donkey work of a middle man between two people. . . Iges is a black void into which I have thrown copious amounts of time over the last 3 years!
Alias does have a ‘stich’ command which I’ve been led to believe is not dissimilar to Rhino’s ‘Join’ although in a majority of cases fails to join surfaces and leaves any number of naked, unjoined edges in Alias. . . so the problems exist even before the 3D data is exported from Alias. (I have a suspicion it is to do with too slack a native tolerance in Alias)
A ‘Polysurface’ in Rhino (a number of surfaces joined into one object) does not constitute a ‘Closed Polysurface’ which is a solid. . . I have ran into trouble in the past where I have been asked to render in vRay for example a glass blender goblet modeled in Alias. . . if the render material you assign in vRay for rhino has a fog colour or translucency. . . you are about to shovel time into the void, and get caught in the remodeling loop of closing a polysurface (essentially making good a bad job)
(Hint: For a rendering you can convert the offending ‘solid’ to a mesh and then cap the holes in the mesh. . . Much quicker and easier!)
Step files 
Are much more reliable! Belive me, if importing Solidworks files to Rhino is giving you trouble. . . By avoiding Iges you are ducking a bullet by bending down to tie your shoelaces!
I belive there is a plug in for opening rather than importing solidworks files into Rhino?? http://download.rhino3d.com/Rhino/3.0/solidworks-3dm-import/
The easiest thing to have is the components (stp) in the assembly in one folder and then import them one by one, assign them to their own layer and hit the explode command once to convert it from a ‘block instance’ into a closed polysurface.
Alternatively you can import the Stp assembly into Rhino, explode the assembly down to its component Closed Polysurfaces and you’re already halfway to setting up your rendering in vRay for Rhino. . .
Hope this helps!