Imported IGES/STEP: Can't convert to solid

I'm running Hypermesh v13 and am trying to import some simple geometry, just a large cube, from NX9. I have tried both STEP and IGES files. I import the geometry using the import tool of course. I then go to the geoms page->solids and select the 'bounding surfaces' button. I select all the surfaces and then click create. The result is a get a 'no closed volume found' error. AS such, I go through the cleanup process and look for open edges, but all of the lines show up green, so it appears that all is connected properly. Any idea as to what I'm doing wrong here?