Here I have one file of Solidworks assembly.., And I'm trying to open it in Creo 3.0, when I select the file and press import button, it just doesn't open.., No any kind of message is displayed and nothing happens.
You may need to discover what version SolidWorks files Creo 3.0 M10 will open.
Say for example that your version of Creo was released in 2006. It might open SolidWorks files that were created prior to that date. Feed it a newer SolidWorks file, and it simply won't work. Even SolidWorks won't open a SolidWorks file "from the future" (i.e. a newer release).
If you can post one of the SolidWorks files, anyone with a newer release can check the file properties and tell you what release it is from.
Older files can be viewed in their raw format and the version can be obtained that way, but it is sort of a pain.
I don't think converting to another format (Step or Parasolid, don't choose STL) will cause any problems. It would be the only way to import a newer file.