DXF is last on the list... for a reason. If that's the only format your modeler will export... please, get something better. DXF is last on the list for several reasons:
1. DXF exports often contain invalid tris.
2. DXF's exports use quads, which have to be broken up by MS3D's importer... causing 1, above.
3. Invalid tris = worthless model, because using it will cause CTD in FL's 3D engine.
Basically... DXF is a format of last resort. Go get another modeler, please- if DXF is the only thing it'll support, then it probably sucks in other ways.
If you need something cheap/free... get GMAX (
www.discreet.com), and download the GMAX export plugins (which can be downloaded from this website- just use Search). GMAX is free, and quite powerful- and with the export plugins, you can export MD3 format models from it, and import them into MS3D.
MS3D is not free. You'll have to pay for that, if you want to export models to FL's CMP format. MS3D is cheap, though, and you'll be supporting one of the best pieces of shareware around