My guess is that the Chinese characters are not being converted to unicode (UTF-8). File > Open and File > Import failed to import this data into NX 12. During File > Import, the command line reported "Could not determine format of file".
It's my understanding that if you open the STEP file in a text editor you should be able to read the header information - not the case with this file. I also tried running NX using UGII_LANG=simpl_chinese, hoping that NX would read the Chinese formatted STEP data, but it also failed.
Have you tried opening the STEP file in any other products? Can you get the data in any other format, such as Parasolid? You might want to open an IR with GTAC so they can have development review the file.
Sorry, not much help.