How about this.
I used Blender (which is free). People say it is complicated - well perhaps it is - but for this it could not be simpler.
1. Import file to Blender;
2. Re-scale (if desired, I did not in this case);
3. Go to Modifier sub-menu;
4. Select Solidify Modifier;
5. Specify thickness desired;
6. Save;
7. Export to required file type.
I just re-imported to Blender to check that the file I created was ok (it was) and I noticed that your mesh in non-manifold. You can check for this in Blender by:
a) Select Object;
b) Go to Edit mode;
c) De-select all vertices (A toggles between all and no Verts selected);
d) Press Ctrl-Alt-Shift-M together ---> non-manifold verts are highlighted.
Anyway, I fixed it by Removing Doubles (option on the Mesh Tools menu).
[Edit for non-Manifold part]