Issue
STU files can only be opened by the versions of Unity that created them. I only have an STU file but not the proper version of Unity.
Product line
Unity Pro
Resolution
Change the file extension from STU to STA and try opening the file as an STA.
In some cases this technique will not work (if the STU file is from a project that was not built). If you have an XEF or ZEF file you will need to open that and build all.
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