I haven't used Solidworks before, but perhaps you can try exporting the model out as the DXF 3D model type. Our program usually works best if you try importing a Maya .obj object, or a Lightwave .lwo object. However, the AutoCAD DXF format works as well.
If you are working with a flat logo design that you want to extrude, you can try exporting the logo out as an Illustrator format, and try importing the logo into our program. It will take the vector design of the logo, and extrude it. In terms of version 4 and version 5, they have the same compatibility for importing 3D models.
I downloaded some freeware called MeshLab. I had better luck with the 32 bit version even though I installed the x64 version first, it kept complaining about having visual C++ redestibutable 2008 SP1 and it would only work with that package. Anyway, I imported the STL in MeshLab and then exported a 3DS file, which imported into ZaxWerks.