Dxf files are pure ASCII text files, or should be. They consist of many short lines of numbers and text. If the files were ever opened in Word or other program and saved, even unintentially, it may have lots of "bad" characters that AutoCAD will reject. You would need to re-open and re-save as a "txt" file, enclosing the filename.dxf in quotation marks to keep the filename as you want it.