For a instructions on how to import a DXF file into RocFall, see the Import DXF File page in the Online Help.
Note that when you export the DXF slope profile from AutoCAD, the slope 2D polyline (RocFall does not support 3D polyline entities) should be the only entity in the file. A couple of samples are attached to this article.
Again, make sure that you export only the slope entity to the DXF file. There is an option in the DXF exporter of AutoCAD to pick the entity that you wish to export. It is in the Tools>Options dialog of the DXF SaveAs dialog (see Figure below).
SaveAs Options dialog in AutoCAD