A couple of other things you can try for your Pro/E problem is to try running "ShrinkTrimmedSrf" on your object before you export and see if that helps:
http://moi3d.com/3.0/docs/moi_command_reference10.htm#shrinktrimmedsrf

And the other thing that you could try is to import your model into a different CAD program like ViaCAD for example and then export it back out again and see if Pro/E likes the file generated by ViaCAD better. You can get ViaCAD here: http://www.punchcad.com/p-27-punch-viacad-2d3d-v9.aspx

Those are the other things that I'd probably try.

But if you can post the specific file that you are having difficulty with I can take a look and try to see what it might not like in it.

- Michael