DXF is a messy format and pretty hard to handle. If you design your Graphics e.g. in Blender, then you might end up with something like this: DXF export in Blender is messy, so better export it to STL ...
The latest version and full installation instructions are available from http://www.guitar-list.com/download-software/convert-sketchup-skp-files-dxf-or-stl To install ...