I'm looking in the SW demo, and you most certainly can save the file as a dxf. Just click "Save as" and then open the "Save as type" dialog and pick dxf. Works for me
Once you have both an iges surface file and a dxf 2d entity file, then you should be able to merge them and create your own "super-combo" file.
Be selective about what you save in the dxf so you don't fill your supercombo file with a bunch of redundant crap that will just confuse you later on.