From what I've heard, the .dxf output from Illustrator is not very good.
One option might be to export in a format you can open in Inkscape, and export a .dxf from there.
Note, however, that Inkscape's .dxf export isn't very good either. (Neither is Corel's, for that matter), so you'll need a different .dxf exporter. This one is supposed to be pretty good.
Big Blue Saw - Big Blue Saw's DXF Export For Inkscape