RKDE,
You cannot export from CATIA or ProE a 3D part in DXF format. Only AutoCAD can do this. Try to export your geometry either in STL format or IGES. With IGES you can have some troubles with some surfaces because the nomals are inverted. You must switch them in TrueSpace. STEP formats is usless because none of the rendering programs including 3D STUDIO or LightWave cannot import this format. I think TrueSpace is in the same situation. I didn't work with this one, but I'm pretty sure it cannot do it.
Or, you can use the OKINO/Right Hemisphere translator. It's one of the best on the market. You have 30 days to evaluate it.
Good luck,
-Hora