Attached Link: http://www.okino.com/proe_tut.htm

I don't have SolidWorks, but have dealt with people that have exported ProE models.  Unfortunately, I don't have details, but there are a few things I've learned

If you have a VRML exporter, it should have different levels of compression and I've had decent luck with the middle level of compression.  

There should be a way to turn interiors into solids before exporting.  The advantage to this is that it deletes a lot of interior details that aren't needed. For example, your submachine gun probably has interior moving parts that do not need to be seen in Poser--eliminating that level of detail decreases the polygons that will be exported.

The real problem is that 3D CAD programs aren't modeled with polygons and, when converted to polygons, tend to blow up drastically in size. There are some high end programs that are supposed to reduce the filesize efficiently while not reducing the level of model detail, but I haven't tried them. I've provided a link to a site I found a few years ago when I was looking into the matter: