If you don't have access, perhaps the supplier of the drawings will do it for you. I know there is the availability of DGN reading software components and DWG writing components at
if you become an associate member. You would have to design your own conversion routie though, so it might not really be a good solution unless you know or are a quick study.
Quite honestly, I don't know why no one has made a stand alone conversion product, nor why Autodesk does not include a DGN import function.
Maybe in 2006...