Imported Solidworks assembly comes in fractions

[gda]

Hello all,
I am a total novice to Keyshot.  I am using an I-5 machine with 4 GB of RAM, running Windows XP,I am also using Keyshot 2, if it matters. 
When I import a file native to Solidworks as an assembly, say made up of 5 parts, I will get maybe 3 of the 5 parts.  However if I save the Solidworks file as a stp file, the entire assembly will import. Other than that, at my stage of the learning curve, that is all I can see wrong.  Any input that anyone would be kind enough to respond with would be appreciated.
Thank you,
gda