Here you can find what software is recommended if you if you try to open a DWG file but don’t have any software for it installed on XP or Vista.
At this point only Autodesk’s AutoCAD is listed but anyone can register a software. I wonder what company will be the next…
Looking at DXF there are a few others listed like Microsoft Visio.
More about this Windows File Association System at http://support.microsoft.com/kb/929149
The DWG dispute is still active and has been for quite a while so maybe SolidWorks will apply to be listed after this tip.