6. Open the part in Pro/E
7. Insert>Data from File: select the *.dxf that create just now.
8. Select the coordinate systen that you want.
9. Click OK.
Ref the following:
1. Open the CAD drawing.
2. Delete the lest objects.(clean)
3. Move the center to Origin Point.
4. Scale the drawing 10/254(MM to Inch) as the base point with Origin Points.
5. Saveas *.dxf
Ref. the follow picture: