Ideally you would want to ask for both IGES and STEP files as well and try STEP instead - that would then avoid the need to do joining because the STEP format includes the join information along with it.

It sounds like you may not be able to do that this time, but for next time make sure to ask for multiple file formats in advance, any of STEP, SAT, IGES, or 3DM that they are willing to provide.

Join can have difficulty in general if there are really little slivery surfaces right alongside other larger ones, and if some areas are messy you may need to go in and repair some areas before you'll be able to get things to join well. There is a tutorial on object repair techniques (like untrimming and retrimming) here: http://moi3d.com/forum/index.php?webtag=MOI&msg=446.17 this can be a fairly delicate area of work though that takes some experience to get good at.

- Michael