Hi Steve, it kind of depends on what is inside the DXF.

There are several different kinds of objects that can be contained inside of a DXF file, like polygon meshes, curves, or even ACIS solids saved from AutoCAD.

Probably the best general bet is to use Rhino to read the DXF and then save that as a .3dm from there.

If you have polygon mesh data in your file, then that will need a little different method - you would need to convert it to .obj format (there are some free converters out there), and then use this converter program: http://moi3d.com/wiki/Resources#Obj23dmWireframe_converter which will convert the polygon mesh data into wireframe lines that can then be read into MoI.

If you can post a small sample DXF here that has a sample of the kind of stuff you are using, that might help me make a more specific recommendation.

- Michael