Google Sketch UP -> ProEngineer

I haven't used it, but in general, foreign geometry comes in dumb & flat.

These are the export formats for Sketchup 5, the commercial version. You'd have to check if this also applies to the free one. Export formats usually get trimmed in the teaser version. In any case, none of these are the solids/surfaces neutral formats we're familiar with, like IGES, STEP, SAT or STL, nor are any of the mentioned 3d vector formats supported by Pro/e. Maya and AutoCAD have supported formats, though, which means that they could be used as intermediary translators.
But, as John pointed out, no imported data retains the parametrics of its native format. Pro/e strips it all out. You can add extruded cuts and solid features to the imported geometry but, with the exception of models exported through the Granite Interoperability Kernel, the imported geometry does not contain modifiable dimensions.
David Janes