You have a couple options. The first is to try out Deep Exploration from righthemisphere.com, it will convert your .dxf to .mtx. However if you have 3DS Max, that's your best bet as it seems to do a much better job of reading autocad files (for obvious reasons ) and you can export directly to Viewpoint or use the .ASE import in Scene Builder. Let me know what you choose and I can help you further.
Do you have any other design/modeling software? Depending on your knowledgebase and software its also possible to save to SolidWorks then SolidWorks offers a save to MTS option. Just to warn you in advance, we have yet to have a SolidWorks created MTX file have a watermark so if you're not licensed that may be a problem.