Adam,
Be sure to save your dxf files as V14 it at all possible as not all dxf versions are the same. I had a problem with some newer versions until Les suggested using an older one. I helped somebody else a while back and in his cad, we had to go back to V12! So experiment and see what happens.
Sheetcam and Mach demo's are fully functional except for a limited run length.
Good luck and have fun:})