i don't have solid work to change the file format
Try importing the file and then converting it. NX usually imports all CAD files even *.CATpart
Unable to import SLDPRT and SLDASM in NX-8.5.
Try File>Open and set the file type to "Solidworks Parts Files (*.sldprt)". This works in 7.5, should be the same for NX8.
Answered with a tutorial: https://grabcad.com/tutorials/how-to-open-the-sldprt-in-ug-nx8