Ah, the fun and joy of working with data from AutoCAD :-)
The first thing I would check is if the data is based on millimeters and not meters as this really can give some weird results.
Next, you want to make sure that you match your input coordsys to the coordsys f the AutoCAD drawing. You can get into problems here as AutoCAD tends to completely ignore the World and work "on a piece of paper".
Can you try to open the DXF file in a text editor and have a look at the coordinates. Do you look like millimeter values or like some real World coordinates?