Sounds like you are well on your way.
Ace works pretty well for me unless the dxf file is very large. I do not know how big is too big, I do know that 30 kb works great and 700 kb does not work at all. There are many dxf formats, Ace needs Autocad ver 12 or equivalent. I did not know anything about gcode before I built mine (still no expert), but am learning.
You may need to check your software configuration to get the motors turning. Not sure what you are using but it will need to be set up with pin assignments for each axis. I am using turbocnc which runs in DOS (not XP).